Warcraft has many fantasies, most are brought to the player through the faction or race you play, and some of the big ones like humans, orcs, night elves, blood elves - are multi-faceted - meaning they hold several fantasies and facets hat appeal to you..
For example, the Dalaran human living in floating city fantasy si very different from the Lordaeron paladin or the Stormwind warrior.
it is also the first fantasy that I have ever seen other races like elves, trolls and orcs have more than one thing to them. Elves like night elves and Thalassian elves are each multi-faceted.. with Night elves you have warrior priest female fantasy - Amazonian or temple priest, but then yo have the primal forest lord fantasy - full of walking trees, moving forest and weird and wonderful creatures, then you have dark elf high magic caster with a ridiculously gorgeous civilization and high magic under midnight star-filled moonlit night, followed by an edge-Lord demon hearted powerhouse, consuming dangerous magics to bring hell fire to hell itself.
With Thalassians, it's even more intriguing - near perfect society, with hig magic, nature love, forest wood elf type ranger experts as well as Light warriors wielding magic and the light like an Eternal (if you watched that movie), as a blood elf you're rich in the fantasy of a high elf arcane wizard close to the sun or a blood mage, or can switch to the Farstrider wood elf type a master of the forest paths and skilled with the bow, or paladin/priest. With a high elf, it's pretty much the same but you bat for the other side, you care more about your pristine morals (not just appearance), rather than doing what needs to get it done no matter the cost. Or you can choose the Dracula tinged fantasy of the void elf, if you could harness a dark power and resist it's corruption maintaining high ideals - o(sadly the capability to play an actual vampiric elf - i.e. darkfallen/san'layn is not available yet).
This is just a taster - f the many fantasies in wow from the werewolf fantasy, which is human but with a werewolf twist, to zombie apocalypse, - as a forsaken you're as diverse as your living human counterparts but you have the undead world thing to you which sets you apart. Other races are really one trick ponies. Gnomes are all about engineering gadgets and goblins about blowing everything up with alchamaeic engineering.
But whether a high mountain dwarf or deep dweller dark iron, an ancient roll Lord, priest to many loa in the voodoo arts of magic or a darkspear.. and that's not even shifting to Tauren - the fantasies are many.
Did we even touch on the Draenei ? Space goat? Angel-demon? Holy demon? With arcane technology, magic, tech as advanced as spaceships, now with a shaman tinge (still can't play the warlock Eredar though), but their Rangari hunters have a fantasy. (mage fantasy iss there, it's just not been highlighted yet, but it's a core part fo the race a huge part of it's history is dedicated, and survives in the present.)
Now, most of you have more than one toon you play of a different race. Is a different outlook into the world.
Which ones captivate you the most.