When being questioned, he replies:
"that war is over"
What war is Worf referring to?
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He was being hyperbolic. As can be seen in this Memory Alpha page on Klingon-Romulan relations, the two species were hostile towards each other and often fought bloody skirmishes, with one of the bloodiest being the Khitomer Massacre, which is what Worf is referencing. Despite this, their hostility did not escalate to outright warfare, possibly due to the Federation-Klingon rapprochement, which would have presented Romulus with a united Federation-Klingon front and the possibility of a war on two fronts. This presumably caused the Romulans to back down, and the Klingons were too busy with their internal problems to take revenge for Romulan atrocities.
In lesser canon, there was a Klingon-Romulan War in 2041, but it was minor and not followed up by either party. This was centuries before the events Worf is referring to.
My personal thought on this is that there was a Romulan-Klingon war post TOS, the romulans attacked Narendra III in 2344 and later attack Khitomer in 2346. Further in 2350 the romulans attacked another Klingon ship.
Given the Klingons fondness for war and revenge all of this seems like there would have been a war or at least skirmishes...