Those players in closed beta who are wondering how to enter some dungeons or if the dungeon is bugged, here you have some updates from Blizzard WotLK Forum poster Daelo:
Utgarde Keep is a level 70-72 dungeon in Howling Fjord, just north of Valgarde.
The Nexus is a level 71-73 dungeon in Borean Tundra, located in the middle of the Coldarra.
Azjol-Nerub is a level 72-74 dungeon in Dragonblight, located in the western part of the zone south of Icemist Village.
Drak’Tharon Keep is a level 74-76 dungeon at the border of Grizzly Hills and Zul’drak.
Halls of Stone is a level 77-79 dungeon in northern Storm Peaks.
Since Storm Peaks is currently inaccessible during this part of the beta testing process, there is a temporary Iron Dwarf NPC placed inside Dalaran who will teleport you into the dungeon. Please form your group before you enter the dungeon, so every party member ends up in the same instance. Leaving the dungeon via the normal dungeon exit will put you back in Dalaran.
If you perish inside Halls of Stone, you will teleport back to a graveyard in Dalaran near the Iron Dwarf NPC. You may talk to the Iron Dwarf NPC even while a ghost, and he will teleport you back inside.