The closest thing to a correct answer in this thread so far are the void elves - and they were reluctantly in the horde, it seems.
It’s certainly possible for someone to switch factions, but reasonably the only ones that would happen would be alliance death knights:
https://twitter.com/ChrisMetzen/status/470640051051716608
If an alliance DK actually wanted to defect, they could find refuge with the forsaken. It’s rather difficult now, with the Undercity being destroyed, because it would be kind of hard to house them.
For a horde > alliance, you could feasonably only erally do it successfully if you were a blood elf . Let’s be honest: it’s not hard for a blood elf to go incognito as a high elf in the alliance, and high elves aren’t exactly unknown in the alliance.