Theres a hobbit quest where a hobbit says he sneaked on a cart. This cart holding pipe weed was then taken far away by some brigands to a strange place with a huge tower in it and they talked to an old scary man whom they referred to as sharkey. (The hobbit ended up in Isengard and saw Saruman and shows how some of the shire pipe weed ended up in Isengard)

On the test server Roheryn theres a secret tavern where you could insta lvl your test character. The tavern is called the Eyes and Guard (Isengard) tarvern.

Most enemies North of Breetown serve Angmar while most enemies south of Breetown serve Isengard and in some quests you see some interfaction rivalry.

The statues in Thorins gate during the intro are changed when you enter Thorins gate in the persistent world.

You see Gandalf telling Thorin he'll get a "burglar" for the quest they're on in the dwarf intro.

All of the lands in the game are physically connected to one and other with no load screens between them except for Ered Luin which is isolated.