Other than Galadriel, who had issues with power and aggression and dominance (see Celeborn), I don't think we see any other women who are tempted by the Ring.
Clearly, "
Nine for Mortal Men doomed to die" is a specific statement about the male sex and not a general statement used by analogy for all of human/huwyman kind.
And just as clearly then, there could not be female nazgul. Females are beyond such power tripping. It's only the wedding ring that gets them.
