While the Forsaken were essentially just rank-and-file Scourge over whom the control of the Lich King was broken (inadvertently thanks to Illidan, actually,) the other playable undead characters, the Knights of the Ebon Blade, were elite forces. Now granted, the Ebon Blade (who were simply the Knights of Acherus when they were in the Scourge) were ultimately expendable to the Lich King. His strategy was to send wave after wave of Death Knights - perfectly fine with them all getting cut down - in order to draw out Tirion Fordring. He underestimated the holy power of Light's Hope though, and while Fordring was, actually, drawn out, the Lich King had inadvertently put his knights in a situation that freed them of his control.
This event was basically the first thing chronologically to happen in Wrath of the Lich King, and by the end, Arthas was dead and there was a new Lich King on the Frozen Throne.
Very much by Bolvar's design, the Frozen Throne has remained silent. The outside world is meant to understand that the Lich King merely died and that what remains of the Scourge is simply the ragged remnant - he doesn't want the world to live in fear of the fact that there's a massive apocalyptic army that could sweep down through the rest of Azeroth if he loses control of it. By its nature, the Scourge is nearly indestructible.
One of the big questions since the end of Wrath has been what Bolvar's fate will be. While technically a Lich King-less Scourge would be the worst-case-scenario (assuming, of course, that the spirits of Uther the Lightbringer and Terenas Menethil weren't actually lying to us - and were indeed who we believed them to be,) but a close runner-up would be for Bolvar to be corrupted by the power of the Lich King.
Yet he showed great resilience after a solid year of torture by Arthas, and the hope is that he will in fact remain as the Jailor of the Damned.
We don't really know to what extent the Lich King is a conscious force outside of the people wearing the crown. The Lich King was originally Ner'zhul - the Orc Shaman was torn apart by Kil'jaeden and had his soul bound to the suit of armor that Kil'jaeden locked away within the crystal that became the Frozen Throne.
The Lich King's powers always felt a little different than your standard demonic stuff. The Legion is known for its green fire, but the Lich King's powers were those of ice and frost. In Draenor, we got a bit of insight into the Shadowmoon Clan. Ner'zhul began using Void Magic, which seemed to bear a striking resemblance to a lot of the magic of the Scourge - particularly raising the dead. We know that the Twisting Nether and the Void are separate things - the Nether is the domain of demons, whereas the Void seems to be more associated with the Old Gods.
Ner'zhul was the sole Lich King until the end of the Frozen Throne expansion to WCIII, but Arthas shattered the throne and put on the armor, becoming the new Lich King. We learn in one of the novels (Arthas) that Arthas more or less consumed everything left of Ner'zhul. There's hints that he retains some of Ner'zhul's memory (if you get caught by him in an early quest in Howling Fjord Alliance-side, he talks about how he was once a Shaman,) but Arthas becomes the true Lich King.
But Arthas was just wearing the armor, and Bolvar is now wearing the helmet. Ner'zhul was the armor. Could Arthas' death effectively allowed Ner'zhul's essence to escape? Or was Ner'zhul so fully extracted and consumed that there's nothing left of him? If that's the case, what is the Lich King essence that empowers the Crown of Domination to make Bolvar the Lich King?
Newly datamined files suggest that Bolvar is still keeping up the good fight. Two of the Death Knight artifact acquisition quests involve having an audience with the Lich King. While the Blood Axe is held by some demon and doesn't have a historical connection to the Scourge as far as we know, the Frost Swords are made from the shards of Frostmourne. But if the Ebon Blade is in contact with the Lich King, that raises some interesting possibilities.
Bolvar's purpose as Lich King is not to conquer, but to prevent the Scourge from conquering. He is there to hold the reins and pull back on them. The Knights of the Ebon Blade broke away from the Scourge partially because they had simply been granted their free will back, but also because they were pissed the hell off about being used as bait. But without the Scourge as a threat anymore, the Ebon Blade has had to struggle to define their purpose. I think most have simply done what the players have - tried to rebuild their former lives and serve their people as adventurers. But it strikes me that Bolvar might need some enforcers to help keep the Scourge under control. In fact, it might help to have Knights who have free will and can't be controlled or corrupted externally.
We know there will be a lot of class-specific content in Legion, and while I'm sure most of that will still focus on fighting the Burning Legion, it would be interesting to see Death Knights evolve into the kind of go-to Undead hunters - using dead guys to bust ghosts (and zombies/skeletons/ghouls/etc.)