Gollum...

[ainur]

I suppose that could have been Gollum, though I always assumed it was one of the Black Riders just moments too late to catch them. Unlike the Nazgul, Gollum had no fear of the water, and would likely have slipped into the Brandywine after them whereas the Black Riders would have had to make their way to the Brandywine Bridge to get across. And if you're wondering about the Rider's horse, I figured it was left at the top of the riverbank to wait while the Nazgul sniffed out the path. Besides, that summer when Gollum escaped from the elves of Mirkwood, they followed his trail south towards Dol Guldur, not west towards the Shire. I think he followed the Orcs to the outskirts of Dol Guldur to get away from the elves, then headed west as far as Moria. I don't think he made it as far as the Shire, though he probably intended to.