Fate of the Nazgul?

[Raynor]

That line reffers only to the Witch-king, once it was killed by Eowyn .

Edit: it is worth noting that in the "Ring goes south" chapter, Gandalf says:

You cannot destroy Ringwraiths like that, said Gandalf. The power of their master is in them, and they stand or fall by him.

which could imply their dissappearence (either as impotence, either all mortals depart).