Nazgûl Purgatory

[Mnemosyne]

But I can think of one more example of torment--not from the Nine, mind, but from Barad-dur itself: what would have happened to Frodo without the grace of Gollum.

Granted, both these examples are sketchy: one is the Mouth of Sauron trying to trick Gandalf & co. into following his terms, and the other is Tolkien himself speculating in Letters, but here you go:

Originally Posted by Mouth of Sauron

Good, good! He was dear to you, I see. Or else his errand was one that you did not wish to fail? It has. And now he shall endure the slow torment of years, as long and slow as our arts in the Great Tower can contrive, and never be released, unless maybe when he is changed and broken, so that he may come to you, and you shall see what you have done. This shall surely be unless you accept my Lord's terms.

and

Originally Posted by Letter 246

In any case a confrontation of Frodo and Sauron would soon have taken place, if the Ring was intact. Its result was inevitable. Frodo would have been utterly overthrown: crushed to dust, or preserved in torment as a gibbering slave.

The first quote is in fact describing a Ring-less situation, since Sauron did not understand the purpose in Frodo's journey; so it's probably more relevant here. Pippin later worries that Gandalf's response to the demands has doomed Frodo to "the torment of the Tower." So if the Lord of the Nine is referring to a physical place where all this tormenting is done, if it's not Barad-dur itself it may be quite like it.

It seems to be implying that wherever this place is, it would leave the body intact enough for the spirit to still be attached to it: otherwise most people would not be able to see the horrors of the caught "spy" being "changed and broken."

I would tend to believe that the torment talked about here is mostly spiritual, and any torture of the body would be adapted to make that greater torture even more exquisite.