Well, Death Knight Arthas and Kel'Thuzad were scared of Kil'jaeden early on in their campaign and felt compelled to serve him, but only at the behest of the Lich King. At this point, Kel'Thuzad was acting on his own, and schemed heavily to navigate between the Legion and dupe them while still fully serving the Lich King. Eventually they both double-cross the Legion in full by shattering the Legion's prison over the Lich King. Once Arthas and the Lich King are united, it's heavily implied that they are free of and are no longer controlled by the Legion, and that their combined power now eclipses theirs. ("Now, we are one.")