"They were once Men. Great Kings of Men. Then Sauron the Deciever gave them Nine Rings of Power. Blinded by their greed, they took them without question, one by one, falling into darkness. And now they are slaves to his will. They are the Nazgûl, Ringwraiths, neither living nor dead. At all times, they feel the presence of the Ring, drawn to the power of the One. They will never stop hunting you." - Aragorn, explaining the Nazgûl's origin to Frodo, Sam, Pippin and Merry
"Nine he gave to Mortal Men, proud and great, and so ensnared them. Long ago they fell under the domination of the One, and they became Ringwraiths, shadows under his great Shadow, his most terrible servants." - Gandalf, to Frodo (The Lord of the Rings, The Fellowship of the Ring, Chapter 2, "The Shadow of the Past")
"Once nine great Kings of Men, they were all given Rings of Power. The Nine took them without question and subsequently, after the forging of the One Ring, became slaves of Sauron and later his chief lieutenants. After centuries the effect of the rings left the kings spectral, invisible to all but Sauron and whoever wore the One Ring." - http://lotr.wikia.com/wiki/Nazg%C3%BBl
This is all i can find about their biography regarding their beginnings, during their changing and the beginning of their changing.
Is there anyone able to direct me to some info about them before receving the rings? Kings of men - where, when, etc.? Or there is no such info? It would be a surprise for me to see that there is no details about them before receving the ring, since Tolkien didn't miss any character to develop a full path from birth / appearance till death / destruction.