The witchking

[Mister Underhill]

A note found in UT, in reference to the Orc troops that attacked Isildur, leading to his death and the loss of the Ring, gives this clue to what happened to the Nazgûl after Sauron's defeat at the hands of the Last Alliance:

It is unlikely that any news of Sauron's fall had reached them [the Orc detachment], for [Sauron] had been straitly besieged in Mordor and all his forces had been destroyed. If any few had escaped, they had fled far to the East with the Ringwraiths.

Presumably during the time he was in Númenor, the Ringwraiths were getting up to dickens back in Middle-earth, as they are wont to do. [img]smilies/wink.gif[/img]