The effect of the Great Rings upon Men

[Inziladun]

Originally Posted by Ivriniel

The conclusions that appear to follow from the quotes:

1. Their bodies had mass.
2. They were invisible.
3. They were neither living nor dead

That pretty well covers it.

You mentioned some good observations about the Witch-king's confrontation with Éowyn and Merry.

Upon the WK's death, it is noted that:

But lo! the mantle and hauberk were empty. Shapeless they lay now on the ground, torn and tumbled; and a cry went up into the shuddering air, and faded to a shrill wailing, passing with the wind, a voice bodiless and thin that died, and was swallowed up....

ROTK The Battle of the Pelennor Fields

When the Witch-king's spirit was separated from his body, his clothing and armor was "empty", meaning it had before been filled by something physical. And it was only after his "death" that his voice became bodiless. But that begs the question of why the body did not remain on the earth when the spirit passed. I think that can be explained by the special status of the Nazgûl as "undead". Their bodies retained an ability to affect the "real" world, though because their time on earth had been so far extended beyond their natural span, their original bodies were mostly in the Unseen Realm.
If it was only thralldom to Sauron's fea that allowed the Nazgûl a tenuous link to the world of Light, then once that link to him was removed, the body would pass all the way to the other side.
Or, maybe it was a case like Saruman: once the spirit left the body, natural decay set in so quickly that the body became (invisible) dust, which obviously could not support clothing.

Conjecture, certainly, but at least food for thought.