Early on in the storyline of the Warcraft Universe, the two Elf races, the Night Elves and the Highborne Elves (later the High Elves and, later still, the Blood Elves), suffered heavy casualties in wars with the Burning Legion of Demons. Many centuries later, the Lich King Ner'zhul sought to bolster his undead army into a force that could crush all mortal resistance to the Burning Legion's return. He sensed the tortured spirits of many elves that still existed around the world, and offered them a chance to seek vengeance upon the living in exchange for their loyalty and obedience. Many accepted these terms, unaware of the horrible monstrosities they would become. Ner'Zhul transformed the female elf spirits into Banshees.
Banshees are available for a player to use halfway through the Undead campaign of Warcraft III: Reign of Chaos. The first banshee available is Sylvanas Windrunner, the ranger-general of the High Elf city of Silvermoon. Arthas Menethil, the head of the Lich King's Death Knights, destroys Sylvanas' base of operations to keep her from informing Silvermoon of his imminent attack, mortally wounding the elf in the process. Rather than let the troublesome elf die, Arthas uses his dark powers to enslave her soul to the Lich King, and she is given the form of a Banshee and forced to aid Arthas in destroying the city she has given her life to protect. Sylvanas is filled with self-loathing at the monster she has become, and in the expansion of the game (Warcraft III: The Frozen Throne), she is one of the first undead to break free of the Lich King's power, and dedicates the rest of her un-life to destroying Arthas and his forces.
In the Warcraft games, and in the MMORPG World of Warcraft, banshees appear as ethereal, transparent elf women with clawed hands and wild, billowing hair. Their lower bodies fade into whirling clouds of mist. They are the secondary-spellcasters of the Scourge and have several spells, most of which focus on their blood-chilling screams. As ethereal undead, Banshees are resistant to physical attacks. They also have the ability to possess other beings, destroying the body of the Banshee but enslaving the victim to the Scourge.