Gandalf in the 2nd Millennium of the Third Age

[Ibrîniðilpathânezel]

There doesn't appear to be any question that, at some time, Gandalf traveled to Angmar, but there is also little question, I think, that he did not engage the Witch King in any direct manner. In LotR, "The Siege of Gondor," when Gandalf tells Denethor that the WK has come and mastered the outer walls of Minas Tirith, it is said:

"Then, Mithrandir, you had a foe to match you," said Denethor. "For myself, I have long known who is the chief captain of the hosts of the Dark Tower. Is this all that you have returned to say? Or can it be that you have withdrawn because you are overmatched?"

Pippin trembled, fearing that Gandalf would be stung to sudden wrath, but his fear was needless. "It might be so," Gandalf answered softly. "But our trial of strength is not yet come."

To me, this says beyond question that Gandalf and the WK had never faced off against one another. If Gandalf traveled in Angmar during the WK's reign, I suspect it was to gather information that could be used to aid the cause of those who opposed him, and Sauron.