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Notes -
Even in the third book though, the Nazgul never actually do anything beyond instill terror in those around them. Near as I can tell, in terms of physicality, they're just dudes in cloaks (maybe even less substantial than that) who can be killed (at least for temporarily? It's implied in Fellowship that their physical forms can be destroyed but that their spirits endure and can eventually reconstitute, but the Witch King is killed killed by Eowyn, who's just a normal lady with a normal sword).
Pretty much every time a character actually stands their ground and fights back against a Nazgul, they either win or fight to a stand-still (see their skittishness early in Fellowship, Aragorn and Gandalf each on weathertop, Glorfindel scaring them away, Gandalf staring down the Witch King in Minas Tirith, Eowyn and Merry).
Merry hit him with the +1 Knife of Fuck Litches first though, which got rid of all his magical bullshit.
In the original Age of Wonders the undead had an expensive Wraith unit that was basically a black rider/witch king. They had mediocre stats but physical immunity that let them kill any number of normies. But since anyone with a magic weapon could kill them, you had to be very careful about when and where you revealed them, or next turn some methed-out hobbit riding a bird would fly out of nowhere and beat them with the purple-glowing stick a wizard gave him.
They were most powerful being everywhere and nowhere, strangling the opponent's economy by keeping him scared that ghosts would walk through the walls and murder everyone.
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Thinking about it more, a few explanations jump out:
They really aren't very tough, they're just spooks, scary, and if you're brave enough to face them they run off. One of the big changes they make in the films, in my mind, is that the Orcs in the films are brave and disciplined and self-sacrificing. Their commanders are brutal and have little care for their lives, but the Orcs are more than willing to jump right in and sacrifice themselves. Tolkien views courage, martial discipline, and self-sacrifice as inherently positive "good" characteristics; his villains are all cowards, they'll flee when the good guys stand up unless they have absolute confidence in their success. To a certain extent with respect to the Nazgul, this is probably a change that Jackson has to make in the film, terror aura probably doesn't really translate to film well. It's also probably a change in view from Tolkien's time to ours, we grew up on WWII dramas filled with Kamikaze pilots and last stands in Berlin, on VietCong and Contras, and the films were released (and edited) more or less coterminously with 9/11 and the war on terror stuff. We were very used to impossibly brave and self-sacrificing foes being not just on the side of evil, but a sign of evil itself.
After sixty years of interpreters and imitators, and DnD/Vidya in particular, it's tough for me to realize that scientific knowledge isn't really something Tolkien does. Later authors and Dungeon Masters would have very precise rules about who has what power level, who beats who, and what does how much damage, and what happens to who when they're hit. There's a baseline of scientific laws that are pre-determined before combat starts between characters, deciding what will happen and why. We don't have that, and neither do the characters, in Tolkien. Tolkien's characters don't really know what happens when a ringwraith gets stabbed in the face, or lit on fire, or thrown down a stream. They have guesses based on gathered lore, they perhaps have similar cases they can deduce from. But even the Nazgul themselves don't really know what will happen to them, what can harm them and what can't, other than the Witch King who is pretty confident no man can slay him.
So can the Nazgul be killed by Bucklanders? Maybe, maybe not, but the Nazgul are giving the same answer we are, and they very much don't want to get got.
Aside: it's actually not entirely clear about the Witch King. She definitely disables him, but the last time they got discorporated (to use the Good Omens term) it was some months before we saw them again. The Witch King goes down just a few days before the Ring gets destroyed, so we're not really certain if he would have turned back up given enough time to get it back together. But he was out of commission when it all came down, so we'll never know.
Now on to Rivendell and the Fellowship Roster Moneyball memes
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That scene in the special edition--where The Witch King shatters Gandalf's staff and is about to have his Felbeast eat him, until suddenly the Rohan trumpet spooks The Witch King and he flies off--really annoys me. Long time since I read the book but I don't remember that being there.
The Witch-King is apparently on a horse, and he doesn't shatter Gandalf's staff, but the horns of Rohan do interrupt his meeting with Gandalf and cause him to leave the city gates to meet the Rohirrim on the field.
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