This Curse of Naxxramas sounds like Hearthstone's first true plot/event/expansion? Are there new cards at all?
There isn't really a plot. Nothing interesting anyway. Yes there are new cards and i believe you'll acquire all of them if you beat all 4 wings (released one per week) but it costs money after every wing beyond the first (~5.00)
For Anub I tried a druid control and mage deck, and I got close a few times but eventually I just made a gimmick priest deck with divine spirits/inner fire or lightspawns and just ran him over with a 20/20. his 4/4's couldnt do shit.
For Faerlina I first tried zoolock, but that didn't work. I then used my speed paladin deck and that eventually worked. Just keep your hand mostly empty and kill her worshippers.
For Maexxna I made a different paladin deck. It has charge and battlecry heal minions. I can post the decklist if anyone wants, I found it on hearthpwn I think. Worked perfectly, just takes a while to beat her.
I used my standard hunter deck for Anub. I just charged at him full force since he flooded the board with minions. I'd drop a buzzard, release the hounds, and drew enough cards to just cycle through the deck until I won.
Faerlina was the first deck that I Needed to actually craft a deck. I flooded the board with high health, low attack taunt cards (like that 1 crystal 0/4 dranei card. I forget what it's called) and had gave them all HP so they would survive her missles. Having mind vision and thought steal helped steal some of her OP cards (such as worshipper).
For Maexxena I cycled through a few decks but eventually won with a mage decks. I filled the deck with cheap battlecry cards (e.g. novice engineer, voodoo doctor, night elf etc. ) since she would always start her turn by returning these minions back to my hand. I got through my deck and LET HER FILL THE BOARD WITH MINIONS OF 1/1 SPIDERS (or 1/4 gargoyle). I would kill her 2/2 wolf and whatnot but otherwise I could live. I then wiped out her entire table by delaying (frost armour, frost nova) then waiting till I had enough to wipe the board (bloodmage thalmos + arcane explosion, e.g.). I then widdled away with battlecry's or 1/1 minions and my hero power. I eventually won because ice block made me immune for a turn and I ZERGED. Close battle but yeah.