I don't think there are many dungeons if at all that is. Most of the environs in GW are open spaces. If they are enclosed it is typically a very large enclosed space (Sorrows Furnace comes to mind).
there are no dungeons in the traditional sense. however, there are a few high level areas (underworld, fissure of woe, sorrow's furnace, tomb of primeval kings) that can be considered dungeon-like in the rpg sense. you enter these places with the hopes of clearing it and getting good item drops. they are not integral to the story, but are more like "extra" areas.