They may not necessarily be done in order..

Step 1: Recruiting the Taunka

1.) Into the Fold
2.) Blood Oath of the Horde
3.) Agmar's Hammer

Step 2: Destroy the Nerubians

1.) Victory Nears...
2.) From the Depths of Azjol-Nerub
3.) The Might of the Horde
4.) Attack by Air!
5.) Blightbeasts be Damned

Step 3: Annexing the Taunka

1.) Strength of Icemist
2.) Chains of the Anub'ar
3.) Return of the High Chief
4.) All Hail Roanauk!

Step 4: The Forsakens New Plague

1.) Imbeciles Abound!
2.) The Forsaken Blight and You: How Not to Die
3.) Emerald Dragon Tears
4.) Spread the Good Word
5.) The Forsaken Blight

Step 5: The Red Dragonflight

1.) The Kor'kron Vanguard!
2.) Audience With The Dragon Queen
3.) Galakrond and the Scourge
4.) On Ruby Wings

Step 6: Victory Over the Scourge?

1.) Return to Angrathar
BONUS! Wrath Gate In-Game Cinematic/Machinima outside link to view it
BONUS! Achievement: Veteran of the Wrath Gate!

Step 7: The Betrayal

1.) Darkness Stirs
2.) Herald of War
3.) A Life Without Regret
4.) The Battle for the Undercity