When I sifted through search terms that led to my blog, I also found a couple that I considered interesting enough to dedicate a whole post to them: "corpse run" for steamvaults, entrance gundrak, finding oculus, gundrak where is entrence, instance door blood furnace. Of course, with the way the dungeon finder works these days, people can end up in instances without even knowing in which part of the world they are, not to speak of things like how to get from the closest graveyard back to the instance portal. Since I consider this an interesting subject I'll take a break from my usual opiniated blathering and write an actually helpful post for a change.
Hellfire Citadel: Hellfire Ramparts, The Blood Furnace, The Shattered Halls
All of these instances are located in the Hellfire Citadel in the centre of Hellfire Peninsula. If you die in there, your spirit will end up north-east of the fortress at the Thrallmar graveyard if you're Horde, or south-east of it at Honor Hold if you're Alliance. The Ramparts entrance is easy to find, just go back towards the citadel, over the bridge on your side and it's right there. If you're coming across the northern bridge, there's also a ramp leading up to your right and to the entrance of Shattered Halls.
The Blood Furnace entrance is physically close to the others but unfortunately requires you to take a completely different route to get there. Go to the southern "Alliance half" of the zone, and from the bridge that crosses over to the citadel, go west and follow the rampart. Eventually you'll see some stairs leading up to its top, go up there and then just follow the slightly winding path to the instance portal.
Incidentally, the raid instance Magtheridon's Lair is located in the Hellfire Citadel as well and also has an entrance that can be easy to miss if you've never been there. You have to go down to Hellfire Basin west of the citadel and then from there to the bottom of the southern wall.
Coilfang Reservoir: The Slave Pens, The Underbog, The Steamvault
If you've never been there before, dying in the Coilfang Reservoir can be bewildering. You'll resurrect at a graveyard on the shore of a lake in Zangarmarsh, and your corpse is supposedly right in the middle of said body of water. Run into that direction on the water, and when you see pipes going underwater, dive down. There's a pipe opening there, enter it from the south and swim north until you get out inside a cavern. As you come in, the tunnel to the very left leads to the Slave Pens, the one to the very right to the Underbog, and the second tunnel from the left leads to the Steamvault. The big waterfall in the middle hides the entrance to the Serpentshrine Cavern raid, incidentally.
Auchindoun: Mana-Tombs, Auchenai Crypts, Sethekk Halls, Shadow Labyrinth
This one is easy and very straightforward. Your spirit appears on a graveyard a bit south of the structure in Terokkar Forest, just run north into its centre and then towards the appropriate tunnel: the western entrance leads to the Auchenai Crypts, the northern one to Mana-Tombs, the eastern one to Sethekk Halls and the southern one to the Shadow Labyrinth.
Tempest Keep: The Mechanar, The Botanica, The Arcatraz
These instances in Netherstorm are special as they are located inside floating buildings and if you die and release, you'll resurrect at full health at a graveyard on the ground. Since you're alive, you can just use the dungeon finder's teleportation function to get back in! Handy, eh? For the curious, the southernmost floaty thing in front of you is the Mechanar, the northern one closer to ground level is the Botanica and the one a bit higher up than the others is the Arcatraz. The big one in the centre is the raid to the Eye.
Welcome to the Isle of Quel'Danas! Just follow the road towards the "your dead body is here" icon on the minimap. Easy peasy.
Utgarde Keep: Utgarde Keep, Utgarde Pinnacle
Dying in either of those instances will land you at a graveyard very closeby and you should have no trouble getting back in. Just rememeber, to get to the entrance of the keep you go down into the tunnels below, while the portal to the Pinnacle is on a platform on the west side of the building to which you have to go up.
The Nexus: The Nexus, The Oculus
Now, the run back to the Nexus is very straightforward, but the fact that there are three instance portals right on top of each other in there can lead to confusion for the inexperienced, seeing how the mini-map is only two-dimensional. You'll res right outside the building and if you go straight in and down you'll end up in the Nexus instance. To get back into the Oculus however, you have to walk along the inside walls until you get to a bride across to another portal, which is located right above the Nexus one. If you go up yet another level you'll find the entrance to Malygos's lair.
Azjol-Nerub: Azjol-Nerub, Ahn'kahet: The Old Kingdom
Run west from the graveyard and jump down into the hole. The entrance to Azjol-Nerub is the one straight down south with the friendly Nerubians right next to it, and if you turn east from there you'll see the tunnel leading down to the Old Kingdom.
Your ghost will appear at a graveyard in Grizzly Hills, just south of the Keep. Simply run up the stairs into the tunnel and you'll see the instance entrance to your left.
Now Gundrak is a slightly tricky one because it actually has two entrances, one of which is usually the wrong one for your purposes. Basically your ghost will appear at a graveyard in the north-eastern end of the zone and you'll see the "your corpse is here" icon and an instance entrance almost right next to you. But beware! This will lead you inside the instance, but at what most people would consider the wrong end, as you'll land on a ramp that leads down to Moorabi's room. Even if your party already killed Moorabi before you died, they might not have cleared all the trash mobs in front of the door as they are skippable when you're coming in from the other side and you could find yourself cut off. Getting back to the "correct" entrance involves running into a north-western direction from the graveyard until you see the summoning stone for the instance, which marks the door. This will take you back to the instance start.
If you had a wipe and end up with the party split across both ends of the instance after they ran back in, the smart thing to do is to have the ones on Moorabi's end leave and have them use the teleport function to get back in, which will reunite you at the start. Insisting that the ones in Slad'rans room should make their way to the back is cumbersome if there are trash mobs in the way as the teleport won't work that way, so their only option would be to teleport out and then make their way from wherever they were before the instance start to Zul'drak and Gundrak's back door, which could take a while.
The Violet Hold
Finding your way from the Dalaran graveyard back to the Violet Hold shouldn't pose a problem to anyone as it's very straightforward.
Ulduar: Halls of Stone, Halls of Lightning
If you've been levelling mostly by instancing, dying in one of these instances in the Storm Peaks might be the first time you find your ghost on the back of a ghostly gryphon. Fly west to get back to the Halls of Stone and north-east to return to the Halls of Lightning. Up and north will lead you to the entrance of the Ulduar raid.
Trial of the Champion
Another very easy and straightforward corpse-run. Just go west and enter the Coliseum through its northern entrance. Since it's such a short distance it's usually faster to run back on your own if you die during the jousting bit or early in a boss fight than to wait for a resurrection, even if you were the only one who died.
Icecrown Citadel: The Forge of Souls, Pit of Saron, Halls of Reflection
Now this is another fairly difficult one, and it's not unusual that you'll have to res fallen party members who simply got lost during the run back. I have a lot of sympathy for their plight since it took me a long time to learn the correct route myself. Especially if you're playing with low graphics settings, trying to find your way through Icecrown's fogs can be a considerable challenge.
Basically what you have to do is fly south towards Icecrown Citadel and then loop around the structure to the right from the main entrance. Make sure that your mini map is sufficiently zoomed out and keep an eye on it. You should quickly see something that looks like a vaguely Y-shaped piece of rampart. Fly towards it and up, as it has two identical levels. The entrance to the five-man instances is on the right "prong" of the Y-shape on the top level. Good luck!
Caverns of Time
Old Hillsbrad Foothills, The Black Morass, The Culling of Stratholme
The Caverns of Time aren't actually located in Outland or Northrend, but since the instances in there are for level sixty-six and up it's logical to include them here. Your ghost will land at an underground graveyard in Tanaris, just follow the arrow towards the main cavern area and from there to the correct entrance. The lush tunnel with a small keep that looks like the one in Hillsbrad leads to Old Hillsbrad, unsurprisingly. The swampy area with the crocolisks marks the entrance to the Black Morass, the cheerily decorated street shows the city of Stratholme before the culling and the winding green tunnel with trees leads to the Battle for Mount Hyjal raid.
I might post something similar for the old world instances if I get around to it.