In World of Warcraft we see the Forsaken (the undead race) have their own unique ships, but where are they built? Their major settlements aren't near the water (Lordamere lake doesn't go anywhere), is it mentioned in the books or in game dialog where the undead build their boats?
Per the second edition of the "Ask CDev" (creative development) Q&A series, the Forsaken did not have any shipyards during the time of Cataclysm. Instead, they salvaged the ships (crews possibly included) from the seafloor.
The Forsaken don't have a harbor or any dry docks, how do they create their ships?
The Forsaken navy is composed of ships dredged up from the bottom of the ocean. Most of them were once among Lordaeron's fleets.
As this answer dates to June 2011, it's possible that the Forsaken have since acquired a shipyard, but there's no mention of one in-game or in any tie-in media that I'm aware of.