The Siege Golem is a type of War Golem buildable at the Murloc Hut. It is seen in the third level of the Blizzard-made campaign Exodus of the Horde that comes with the Frozen Throne expansion pack. It is also seen in the fifth level of the demo in which it is part of the Underworld Minions.
Note: The fact that murlocs are able to construct golems tells much about their, supposedly, low intelligence. Not many races are capable of creating living constructs, and it would be interesting to know where the murlocs exactly learned this technology.