Act 5 is in the expansion set, and introduces a whole new blizzardy area. First you get a cool video of Baal preparing to attack the wintry citadel. I'm amused that the 'good guy' gets poofed into a pile of pixels, just like the bad guys do when you play the game. After killing Diablo, it's almost a relief (and very easy!) to go back to 'normal monsters' again.

Diablo 2 Walkthrough
Walkthrough Master Index