Who were the Nazgul?

[Legate of Amon Lanc]

Originally Posted by Mansun

The Witch King didn't seem to be afraid of the fire than ran down his blade when he confronted Gandalf. Also, if the Nazgul fear fire, doesn't than mean they would be in great fear of the Balrog in battle?

I think not (about the Balrog). You see, that was the "evil" fire (cf. the quote above). You can imagine it, fire, that does not give heat to warm up your bones, but unbearable heat to kill you, or a consuming, destroying fire. However the quote implies that the Nazgul were especially afraid of fire in all its aspects, this just signifies their connection with night and darkness. But if it came to this, they could have used the fire for evil - something like the Orcs could, though with reluctance, roam the surface in sunlight.
But in general - I think that the idea of "if the Nazgul ever encountered the balrog" would be most probably unimaginable in Middle-Earth. After all, Nazgul never encountered the Balrog and I think Tolkien didn't even want them to. He avoided things like this. We do not know enough about the Nazgul nor about the Balrog (do they have wings?) to decide such a thing, and the Professor didn't provide any such informations. As far as I now, that is.