Originally Posted by
JJimmy
As a person or two mentioned, there are several walls around that prevent you from crossing over into certain places. For example, if you get under Stormwind, go up the cliffs to the north and follow it back around (following the southern border of Dun Morogh) you'll eventually hit a wall that keeps you from crossing into Searing Gorge. Another invisible wall runs along the eastern border of Burning Steppes. I've actually encountered several invisible walls north/northwest of Loch Modan, they don't all go in the same direction.
Blizzard also likes to use invisible walls in the sea sometimes. There are invisible walls if you stray too far off the coast near Exodar (at least I think it was near there, it's been a while), and they actually run in a zig-zag pattern instead of being just a straight wall. It can actually seem somewhat confusing as you'll think you're hitting walls in different directions, but really you're just running up against an invisible zig-zag wall going at an angle. These turn up again (along with some straight-line walls) in the Death Knight beginning quest sequences when you're in the phased versions of Eastern Plaguelands.
Anyway, that's what I've encountered with the invisible walls. They've been there for quite some time (some of them since the original WoW beta, I'm guessing), so I don't think it's a building or a pre-cata thing or anything like that (as cool as that might be).