No they were not still wearing their rings. After they were turned into wraiths, Sauron took the rings back so he could control them. I think there is a quote in UT that says that the nazgul were the only ones capable of taking the ring from Frodo as they didn't have a will of their own and were completely subservient to the ring that enslave them the Sauron holds. (not the exact quote but of the same spirit of it).
__________________
His sword was long his lance was keen
His shining helm afar was seen
The countless stars of heavens field
Were mirrored in his silver shield
|