That line reffers only to the Witch-king, once it was killed by Eowyn

.
Edit: it is worth noting that in the "Ring goes south" chapter, Gandalf says:
Quote:
You cannot destroy Ringwraiths like that, said Gandalf. The power of their master is in them, and they stand or fall by him.
|
which could imply their dissappearence (either as impotence, either all mortals depart).