I recall reading somewhere of the history of the nine riders, but I cannot remember where it was. (It seems perhaps they were from northern kingdoms?)
The leader of the Nine was the Witch-king of Angmar, but what were the names of the others, and where did they come from?
Men proved easier to ensnare. Those who used the Nine Rings became mighty in their day, kings, sorcerers, and warriors of old. They obtained glory and great wealth, yet it turned to their undoing. ... The Nazgûl were they, the Ringwraiths, the Enemy's most terrible servants; darkness went with them, and they cried with the voices of death.
From The Silmarillion.
Only one is explicitly named, in a foot-note in Unfinished Tales:
it may be noted that in a rejected version of the present passage there was only one Nazgûl in Dol Guldur (not named as Khamûl, but referred to as "the Second Chief (the Black Easterling)") ... Of Khamûl it is said here that he was the most ready of all the Nazgûl after the Black Captain himself, to perceive the presence of the Ring, but also the one whose power was most confused and diminished by daylight.
Not much more is provided on the rest, beyond that it was rumoured that three were Númenórean in addition to the one confirmed Easterling:
Yet Sauron was ever guileful, and it is said that among those whom he ensnared with the Nine Rings three were great lords of Númenórean race.
Also from The Silmarillion. This makes sense given the Ringwraiths first appeared in SA 2251 (Appendix B, Lord of the Rings) and Númenor was the pre-eminent civilization of Man at that time.
Although the only explicitly named Nazgûl is Khamûl, there is strong evidence for another: Gothmog, Lieutenant of Morgul.
Gothmog is only named in one place in all of Tolkien's writings, in the Return of the King chapter "The Battle of the Pelennor Fields":
There they had been mustered for the sack of the City and the rape of Gondor, waiting on the call of their Captain. He now was destroyed; but Gothmog the lieutenant of Morgul had flung them into the fray...
This straight away establishes a link between the Witch-king and Gothmog, and if we look at the etymology of the word "lieutenant" we see that it comes from lieu, "in place of", and tenant, "holding", effectively meaning a second-in-command who takes full command when his lord is absent.
Tolkien uses the word "lieutenant" in several other places in his writings, and as a philologist he would be well aware of this meaning, and his use of it establishes this awareness. Therefore Sauron is described as the lieutenant of Morgoth, the Stewards of Gondor are described as lieutenants of the Kings, and so on.
Now, I am aware of the depiction in Peter Jackson's movies, but this depiction is not based on anything that Tolkien actually wrote: Tolkien never explicitly says which species Gothmog belongs to.
I am also aware that the Wikipedia article on Gothmog discusses and discounts the possibility of his being a Nazgûl on the grounds that Khamûl was named in Unfinished Tales as their second-in-command. However, and a crucial flaw in this argument: Khamûl was in command of Dol Guldur, and not at Minas Morgul, following Sauron's return to Mordor (Unfinished Tales, "The Hunt for the Ring"):
Now at that time the Chieftain of the Ringwraiths dwelt in Minas Morgul with six companions, while the second to the Chief, Khamûl the Shadow of the East, abode in Dol Guldur as Sauron's lieutenant, with one other as his messenger.
Here we also see the same use of the word "lieutenant" I describe above.
I am finally also aware that the Mouth of Sauron is described as "The Lieutenant of the Tower of Barad-dûr" but it's also established that none of the Nazgûl were based at Barad-dûr so this shouldn't be seen as an objection.
None of this discounts the possibility that Gothmog was something other than a Nazgûl but it seems extremely improbable that the "Lieutenant of Morgul" would be a mere Orc.
By this reasoning there are therefore three named Nazgûl:
There is no evidence I am aware of for any other named Nazgûl.
In addition to the answers already given, it is stated in Unfinished Tales that Khamûl was also the Nazgûl who interrogated Samwise's father about the name "Baggins", and later chased the hobbits to Buckland Ferry. And also as the previous answers have said, none of the other Nazgûl are named in any published text Tolkien ever wrote.
The nine are both named and briefly described on the Games Workshop website, and each have there own depiction in the form of a model. Though I am pretty sure it is not considered canon it is still a fascinating read.
1st: The Witch-king of Angmar
The Witch-king is the greatest and most feared of the Nazgûl. Immeasurably ancient, and a source of prodigious power, the Witch-king draws his power from the limitless will of Sauron. The Witch-king is both a deadly strategist and sorcerer, his cloaked and armoured form a terror to all who behold it, and his presence upon the battlefield a horror that few can hope to withstand.
2nd: Khamûl the Easterling
Lieutenant of Dol Guldur, Khamûl is second amongst the Ringwraiths, a dark terror clad in an impenetrable shroud of cloth and armour. The knowledge of how he came into the service of the Lord of the Rings has long been lost, though a few of the Wise believe that he once ruled a land beyond Mordor's eastern boundaries. This at least must be partially true, for only a king of great influence would have received the tainted gift of a Ring of Power. Other than this, little is known of Khamûl's past save what he has done since in the service of Mordor. Whatever the deeds of the man that he once was, Khamûl walks now only where Sauron bids him, his will bound solely to that of his dark master.
3rd: The Dark Marshal
In the centuries since the Dark Marshal and his fellow kings became Ringwraiths, he has become even more sadistic and malicious. The most black-hearted and unrelentingly cruel of all the Nazgûl, his name is a byword for misery and death. Where the Dark Marshal passes, Evil creatures fight harder, fearful of their lives whilst Good warriors feel the icy touch of death upon their hearts.
4th: The Knight of Umbar
Like all of the Nazgûl, the Knight of Umbar's past is shrouded in mystery. If the rumours pertaining to him hold any truth, he was once one of the great Númenórean kings who ruled the Southlands prior to the days of the Last Alliance.
5th:The Betrayer
Cursed long ago for yielding the Southlands to Sauron's rule, the Betrayer is driven by malice and self-hatred that knows no bounds. Of all the Nazgûl, the Betrayer is amongst the lowest of Sauron's lieutenants, for even the Dark Lord is leery of placing faith in one who betrayed his kin so readily.
6th:The Tainted
Where the other Nazgûl were slowly swallowed by the taint of their rings, the Tainted gave himself wholly and willingly to Sauron. Now all natural things rebel in his presence, vegetation withers, animals sicken and bold warriors cower. He is an abomination whose merest presence is poison to life, honour and hope.
7th:The Undying
The Undying has endured long where others have fallen. He is said to be the oldest of the Ringwraiths, and the last to succumb to the wasting influences of the Rings of Power. Through an obsessive mastery of evil magics, the Undying has learnt to draw sustenance from the magics of others, fortifying himself with the magical energy that flows around him.
8th:The Dwimmerlaik
The Dwimmerlaik is possibly the most mysterious of all the Nazgûl, for scant record of his past deeds exist in the tomes of the Wise. Yet in Rohan, this particular Ringwraith is feared beyond all others, for he has been a blight upon that realm for centuries untold, directing the Dark Lord's minions against the Sons of Eorl.
9th: The Shadow Lord
The Shadow Lord was once the king of a small and insignificant kingdom. When Sauron offered him one of the Nine Rings, the promise of its power proved irresistible. Now, his physical being all but gone, and his will enslaved to Sauron, the Shadow Lord wears his dark pride like a cloak, blotting the sun from the sky and dimming the sight of his foes.
Iron Crown Enterprises provided very good profiles in their source books for the Middle Earth Roleplaying System, more profound description in here.
- The First was the Witch-King, a Black Númenorean
- The Second, Khamul the Black Easterling from the eastern coasts of Endor
- The Third, Dwar of Waw the Dog-King from southeasternmost Endor
- The Fourth was Indur Dawndeath, a Kiran from southernmost Endor, later Amaru in Mumakan
- The Fifth, Akhorahil, a Numenorean and Mage who build his reign of terror in southwestern Endor
- The Sixth, Hoarmurath of Dir, King of Urd who came from northcentral Endor
- The Seventh was Adunaphel, a female Númenorean noble who build a small empire in Harad
- The Eighth, Ren the Unclean, a Chey from Ulk Chey Sart
- The Ninth, Uvatha the Horseman, King of Khand and of the Variags
