[Kalimac]

Wow, good question, Empress! [img]smilies/smile.gif[/img]. Never thought of that one. My guess would be this: Sauron, even when he's not active, so to speak, will never let any of his creatures go free unless he has to. If there is no specific reason to set the Nazgul loose, he'll keep them close to home so he can better keep an Eye on them. Besides, they may be useful servants to have around in other ways - he may even draw a little extra power from having them around, and since the closer they are to him, the greater their strength is, if that were the case he would every reason for keeping them as close as possible.

I admit that's just a guess - it's hard to know exactly what the Nazgul could do for Sauron in peacetime - somehow one can't see them exactly hanging out by the water cooler and having bull sessions with Sauron as the ringleader - but presumably since they were great kings during life and learned quite a few skills with their own rings, they're capable of strategizing or keeping his assembled troops in line or something similar. But it's equally true that even if they were allowed to float around, disembodied at will, there wouldn't be any real risk to Sauron - it's not as if they'd ever leave him, or not come back when he needs them.

Ultimately, though, I don't think it matters exactly what the Nazgul could do for him during peacetime. Gandalf, very early on FOTR, comments about Sauron that he has no use for hobbits at all, but that he would crush them for the principle of the thing, so to speak - "Hobbits as miserable slaves would please him far more than hobbits as happy and free." Even if the Nazgul could do absolutely nothing for him most of the time, he would still keep them pent in the tower. Why? The principle of the thing - never give your slaves freedom unless it directly benefits you, always cage them up if there will be no direct ill-effects to you.