Wild Pets can be found throughout each continent, some being rarer than others. To collect one, you’ll need to engage it in battle (with one of your current pets), successfully capture it and win the battle if there are more than one to a team.
Here are the unique wild pets for each Northrend zone.
I finally found some Fox Kits although it didn’t look like it was snowing at the time. They were also all over the zone and not just in one area, as previously read.
Added in Patch 5.3, the Unborn Val’kyr may be found all over Northrend although they are scarce.