Continuing through classic WoW, the zones have great diversity between them but little within. You notice that each zone has its own palette, although it may take some reflection to notice how thoroughly and well that is done. I will get back to within-zone sameness another day, but let’s discuss for a moment how you execute the palette swap.
The problem is non-trivial. The seasons change as you cross onto a new map, but few comment on the walk from the perpetual winter of Dun Morogh to the perpetual spring of Loch Modan. You must have noticed at some point, but did you notice when the transition happened?
Some of this is gamer suspension of disbelief: we are used to having everything change when we get to a new level of the game, and moving to a new zone is the MMO equivalent. The game environment also facilitates this the same way it keeps you on the theme park quest path: channelization. How many zones have wide-open borders that you can traverse, rather than walls of impassable mountains with narrow openings?
Those openings can become rather like tunnels for about a draw distance, so that you see big rocks covering the transition point. The transitions to and from Loch Modan really are tunnels, enclosing you so that you cannot see the set being swapped, like taking an elevator in Portal. In other zones, see bridges and rivers serving a similar purpose. You may note this as a problem at the border of Westfall: river and bridges, yes, but it is brief enough for you to see the transition. On the way in, there are quest-givers to distract you, but Duskwood makes it look like the world ends across the river.
Touring through some other games of my acquaintance: City of Heroes does the same thing, complete with loading screens. Asheron’s Call never does, since you can run everywhere from anywhere, and there are large areas over which you can watch the land change. The Lord of the Rings Online™ Volume One: Shadows of Angmar™ is mostly open, with channelization into the lategame zones and the ones added post-release. The Lord of the Rings Online™ Volume Two: Mines of Moria™ channels everything, but it is set in caverns anyway. Yohoho! Puzzle Pirates has separate islands, with boats as loading screens (WoW does the same at points). A Tale in the Desert takes the same approach as Asheron’s Call, with some really impressive geography reflecting years of effort from volunteer world-builders.
Impassable hills are also good for hiding the Potemkin village nature of most of the landmass. Cataclysm needs to re-do the whole landmass anyway so flying mounts cannot show that there is nothing behind the backdrops.