The existence of the Nazgul was not "natural" for men who are fated to live for a time then depart from the world. Their unnatural life was caused by the power of the Nine Rings and the One (as well as the power of Sauron which was given to the Rings). When the One was destroyed, the Nine, like the Three, failed and the power which sustained the existence of the Nazgul was eliminated. The Nazgul necessarily died because there was nothing supporting their unnatural lives.
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Beleriand, Beleriand,
the borders of the Elven-land.
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