[Mirkgirl]

Step aside from the argument: What is physical and what is mental? How often is "Stress" accepted as medical cause to illness?

The Nazghul are supposed to be bodiless and thus only scattered by the water, while the real things (horses) carrying them died. Also the shape is the cloak. Frodo sees their spirit form while having the One on, but that's a metaphorical form of physical being, if that makes any sense. So physical is imho not a proper way to address anything that has to do with them.

Physical means relating to something exsistent in form of matter. In that definition no wraith could feel physical pain. As people we also feel pain from emotion, which is but also a chemical reaction. As the wraiths don't have glands either, they don't feel that either (and my excurse at the beginning was pointless. Stress is also physical, in terms of chemical reactions in the body.)

But they were able to EXIST. Not by the rules of flesh, but yet. Ánything that exists, and is aware of it, fears the possibility of not existing. And anything that is accepted as a danger to this existence is reported as danger - in terms of an unpleasant feeling, a "pain" of sorts.