Inside the Naxxramus Necroplis, very close to the entry point you teleport to, you will find Tarsis. The Archmage Tariss Kir-Moldir lies face down on the floor along the perimiter of the room, seemingly dead. If you go and try to talk to him, he will pull himself into a sitting position, and then tell you why he's there.

<Tarsis groans.>
"There may still be time... Listen closely, mortal.
Through time and across the Neather I have searched. Deals made with a host of evil and villany so wretched...
<Tarsis coughs blood into his hands.>
Would you... would you believe that even Elune has turned her back on me, <race>? To die here, in this manner now..."
"What are you talking about, mage?"
"The things I have done... such horrible things..."
<Tarsis begins to sob.>
"Why have you done such horrible things?"
"I am Highborne, <race>. It has no meaning now. There was a time, though, when this world was ruled by Highborne. Ten thousand years past..."
"I still do not understand."
"I would have it back, mortal. Atiesh... from it I would create the Highborne anew. I would have it all back. Even the Queen..."
"You are talking nonsense, mage."
<Tarsis grabs you weakly by the collar. Even in death you see power unimaginable in his eyes.>
"Am I? Then listen closely, for more nonsense is about to escape my lips. Within this citadel you will find my life's work: The exact location of every fragment of the splintered staff."
"What staff?"
"Atiesh, Greatstaff of the Guardian. The staff handed down through the agese to each of the Guardians of Tirisfal. The staff corrupted by Sargeras. The staff of the last Guardian, the staff of Medivh."
"You said that you would have it back. What does that mean?"
<Tarsis's eyes light up.>
"I held it once... I held it despite the warnings of the Kirin Tor. I held it, mortal... Power unending. Power to do what I desired, as I desired. And just as quickly, it was taken from me. But I had tasted... And that taste was all that it took."
"What happened to the staff?"
"It was lost when the Violet Citadel fell... splintered into forty-two pieces."
"So what has led you to Naxxramas?"
"Kel'Thuzad has put forth considerable effort in attempting to reform the staff. The pieces were once scattered across this world, from Kalimdor to the South Seas. I myself held twenty of the pieces at one point in time - until they were stolen from me by Kel'Thuzad's minons. It is why I am here."
"So Kel'Thuzad holds all of the pieces?"
"Haven't you been listening? No, I very much doubt that we would be having this conversation had Kel'Thuzad formed the staff. Kel'Thuzad holds the head. His underlings hold forty splinters of Atiesh. The last piece - the base - was uncovered by Brann Bronzebeard. He was last seen in the Silithus desert; undoubtedly doing his best to stay as far away as possible from the relentless seekers Kel'Thuzad has dispatched into the world."