Death's Cold Embrace has a very strong story all the way. Every mission in this campaign is interesting but for me the most exciting ones were: Waking the Dead and The Ritual. I think these two missions had the most thrilling atmosphere.

Waking The Dead has a nice plot twist when the dead in the cemetery get restless and start troubling Hammerites. The Church looks very nice - great architecture and cool use of lighting. The ambients are well chosen and in the right place (especially when the dead get restless)!

The Ritual is the mission where the story is probably at its best - finding the keystones and three different kinds of paper for the ritual. The Keepers area is my favourite place in this whole campaign. I kind of a hoped it would be even bigger. There is just amazing atmosphere in there - ambients, architecture...everything fits!

Also, The Wailing Keep had a strong atmosphere and a mystic aura (interesting enemies and a chief foe).