Currently on Azeroth, there are four large continents in the game: the Eastern Kingdoms (formed of three subcontinents) in the east, Kalimdor (formed of three subcontinents) in the west, Northrend in the north, and Pandaria in the south. These continents are bordered by the Great Sea which seems to occupy the whole of the planet.
Eastern kingdoms - The Eastern Kingdoms (occasionally called Azeroth and the Old World) are the eastern continents on the world of Azeroth. The Eastern Kingdoms is made up from a group of smaller continents (Azeroth, Khaz Modan and Lordaeron) formed from the original continent of Kalimdor following the Great Sundering. The Eastern Kingdoms lie to the east of the Great Sea and to the west of the Forbidding Sea. The central part of the Eastern Kingdoms is dominated by the Khaz Mountains and the Redridge Mountains. Both cover several zones.
Kalimdor - Kalimdor [ˈkælɪmdɔɹ] (Titan and Darnassian for land of eternal starlight) is one of the main continents of Azeroth. It is located to the west of the Eastern Kingdoms, southwest of Northrend and northwest of Pandaria. The Great Sea lies in between the continents. Kalimdor can be further divided into three major regions (western continents) known as North Kalimdor, Central Kalimdor, and South Kalimdor. Other sources vary on how it is divided. The World of Warcraft Manual divides it into the Northern Kalimdor and Southern Kalimdor regions.
Northrend - Northrend is the northern, icy continent of the world of Azeroth, and the source of the evil Scourge. It is also the home of Icecrown Citadel, the seat of the malevolent Lich King. Often called "the roof of the world" and sometimes "the crown of Azeroth", Northrend is a frozen wasteland that lies far to the north. As with the other continents, it was once part of the original Kalimdor landmass that was broken apart during the Sundering. The land that became Northrend drifted far from Azeroth's temperate zone, which killed off a large portion of the remaining wildlife.
Pandaria - Pandaria ([pɛnˈdɑɹiə], pronunciation with pandaren accent) is the homeland of the pandaren and birthplace of their ancient empire. Located in the southern part of Azeroth, Pandaria was shrouded by a magical mist by its last emperor after the Great Sundering ten thousand years ago, and thus disappeared into myth and legend. Only those pandaren who left their homeland on the back of the great turtle Shen-zin Su, including the renowned pandaren brewmasters, have been seen outside of their homeland since; some even came to the aid of the other races during the Third War.