Here's the description from The Sil:
Quote:
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They had, it seemed, unending life but life became unendurable to them. They could walk, if they would, unseen by all eyes in this would beneath the sun, and they could see things in world invisible to mortal men; but too often they beheld only the phantoms and delusions of Sauron. And one by one, sooner or later, according to their native strength and to the good or evil of their wills in the beginning, they fell under the thraldom of the ring that they bore and under the domination of the One, which was Sauron's. And they became forever invisible, save to him that wore the Ruling Ring, and they entered into the realm of shadows. The Nazgūl were they, the Ringwraiths, the Enemy's most terrible servants, darkness went with them, and they cried with voices of death.
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The Silmarillion; Of The Rings of Power and the Third Age, page 346
Personally I think that the Nazgūl are a sad story. Yes, they are evil and fearsome, but they are also ruined men. And, but for the saving power of courage, humility, and compassion, Frodo's fate was very nearly theirs.
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The musicians had indeed laid bare the youngest, most innocent of our ideas of life, the indestructible yearning for the way things aren't and can never be. ~ Philip Roth, The Human Stain