Does anyone know where the arms and legs of the Lich are? I have his head and torso, but can't find the last pieces. I heard they were in the temple district somewhere.....

You get the arms and legs from the shade lich. You can find him in the sewers underneath the temple district. The exact room he's in is on the second level. I think you need to get the key from one of the members of the cult of the unseeing eye to gain entry into that part of the sewers, i couldnt open the door before i got the key and I got the message pertaining to this door is warded against simple spells etc which usually means you need a specific key. The npc is also on this level. The room with the lich in it has a big sarcophagus(sp?) in it just click on the area of it where the two arrows in a circle thing comes up twice and he'll appear.

There is a head and torso? Where can I find them

I don't recall which is where (other than head in dock district) but here are the 3 locations:

1. basement of house in dock district (left of Maevar (sp?) guild house)
2. basement of house in bridge district (forget where exactly, light colored house,
looks similar to one in dock district)
3. in locked portion of sewers below temple district. To get to this one you will
need to get the Eyeless Cult quest from the Temple of Helm and infiltrate the cult
(cult leader will give you key)