I had:
Heroes 4: Lord of the Rings
Heroes 4: Dungeon and Dragons
Heroes 4: Excalibur
Heroes 4: Alexander
Heroes 4: Dragon Ring
Heroes 4: Chariots of the Gods
Heroes 4: The Last Battle
Heroes 4: Death of Erathia

All these expansions only change the main menu image, add a new campaign, and include new maps. I have Whirlwinds of War, and I have almost all the campaigns and maps from this list, plus The Gathering Storm and the very first maps and campaigns from the regular Heroes 4.
As far as I know, these expansions:
Heroes 4: Lord of the Rings
Heroes 4: Dungeon and Dragons
Heroes 4: Excalibur
Heroes 4: Alexander
Heroes 4: Dragon Ring
Heroes 4: Chariots of the Gods
Heroes 4: The Last Battle
Heroes 4: Death of Erathia
do not contain new creatures, artifacts, dwellings, or buildings. If I'm wrong, please let me know.