One of the things I've always disliked about Warhammer Online is its game world. There are two problems with it:
First, the way the game zones are laid out is quite artificial. Each faction's quest hubs are strung along roads that wind through the zones in a completely arbitrary way. The RvR "lakes" are plopped down in the middle, with terrain barriers to prevent entry except at a few select locations.
The second problem with WAR's game world is that each campaign, i.e. Dwarfs vs. Greenskins, stands alone: that is, they aren't part of a larger continent. As a result, there is no world map of WAR. What's worse, even within the campaigns the way the zones themselves are arranged is essentially a graph: nodes (circles) connected by edges (lines).
For example, a dwarf in the starting zone of Ekrund follows the Order road east through Mount Bloodhorn and further east through a zone portal to Marshes of Madness. There the road turns north and leads into Barak Varr, where the road forks. If the left fork is taken, and the Destruction road is followed northwest, a zone portal is reached leading west. Go through the portal and poof! you're back in south central Ekrund, heading east!
The end result is that while on a small scale the graphics strive for realism, the contrived layout of the medium and large scale geography in WAR ruins any realistic effect.
In contrast, World of Warcraft's game world is consistent with the exception of the Deeprun Tram, which runs northwest from Stormwind when it should run north-northeast. WoW does suffer from overuse of bottlenecks and view blocks at zone boundaries, but these result from technical issues like palette switching and scene complexity. The believability of the original WoW continents is enhanced by the several zone boundaries without mountains or other obvious bottlenecks or view blocks: Elwynn Forest/Westfall/Duskwood, Hillsbrad Foothills/Alterac Mountains, and Darkshore/Ashenvale. Even traveling from The Barrens through Thousand Needles through The Shimmering Flats to Tanaris, the transitions didn't seem too contrived.
Perhaps a bit surprisingly, the Free Realms game world has a fairly believable geographical layout. It's far better than WAR's, and at least the equal of WoW. While it overuses mountains as zone borders, it does have some rather large contiguous areas without mountains. But FR's geography may need to be re-evaluated after the expansions. There are instances on the borders of the current game world which extend pretty far and may overlap the expansion areas.
To sum up: nothing breaks suspension of disbelief and says game more than geographic inconsistency in the game world.