The nine Ringwraiths were once mortal kings of Men, some of them dark Númenoreans, who were given Rings of Power by Sauron, with the promise of almost unlimited power when wearing the rings. However, the rings corrupted them, and their mortal forms faded until they became wraiths, neither living nor dead, virtually immortal, invisible, and completely under Sauron's command. They existed in a mysterious place - a parallel universe, in terms of modern physics - called the Wraith-world. This explains their invisibility, and their power to detect the wearer of the One Ring, for it transported its wearer to the Wraith-world as well.
Only a few of the Ringwraiths are named or identified individually in Tolkien's work. Their leader was known as the Witch-king of Angmar, and his second in command was named Khamûl. The word Nazgûl is the only word from the Black Speech adopted and regularly used by the enemies of Sauron.
The Ringwraiths carried out Sauron's most important errands throughout Middle-earth, such as the stewardship of Dol Goldur and the conquest and command of Minas Ithil, which was renamed to Minas Morgul after it fell. In year 3018 of the Third Age, all the Ringwraiths were given the task of retrieving the One Ring, and they travelled from Mordor in the guise of the "Black Riders" to the Shire. Wherever they went the Riders asked for "Baggins" (meaning Bilbo Baggins) and offered gold as a reward to any who would betray him. At Bree in the Prancing Pony inn the Riders attacked the Hobbits' rooms, but the Ranger Strider (who is actually Aragorn) tricked them and saved the Hobbits. At Weathertop, the Witch-king injured Frodo the Ringbearer with a Morgul blade. The pursuit only ended at the Fords of Rivendell, where their mounts were lost in the flood created by Elrond. They were remounted on flying beasts in Mordor, and the Witch-king along with the rest of the Ringwraiths led the forces of Minas Morgul to attack the Southern Kingdom in the battle of Pelennor Fields, where he slew King Théoden of Rohan, before he was himself hurt by Merry, using a blade from Arnor, then slain by Lady Éowyn. So a prophecy that the Witch-king would not die by the hands of a Man was realized. Khamûl assumed command of the Ringwraiths, but all of them were destroyed when the One Ring was destroyed in the Crack of Doom.