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It is important to note that the locket is not soulbound, so it can be listed on the Auction House and purchased by Alliance players who missed their opportunity to grab the locket.  (Horde players can purchase the item if the AH is merged, but the turn-in NPC is only friendly to Alliance.)

This is obtained as Alliance only via the The Battle for Broken Shore Legion expansion scenario.

To get it, you must first loot the  Charred Locket from Ashes of a Fallen Crusader during the Broken Shore scenario.  This is easiest to do during Stage 7 of the scenario after the mobs have despawned.

Then, take that locket to Alaina Hearthsong in the Eastvale Logging Camp east of Goldshire in  Elwynn Forest.  She is found crying in the Inn-like building.  When you give her the locket, she says:

His locket?  Where did you get this?

No!  I don't believe you!  He can't be gone!

Cedric, oh my dear Cedric, please come back to me!

Don't leave me all alone....

After you give her the locket, run far away from the camp to make her despawn.  When you return to the house, she will be gone and the chest at the foot of the bed upstairs will be inter-actable.  It will contain this item.