We don't really know anything about the Nazgul before they became the Nazgul. All we know is that they were great kings of men. The Decipher Cards have some descriptions about them, but I wouldn't really trust those. They probably made them up (like they did the names of the Elf army at Helm's Deep!).
In RotK, during the Battle of the Pelennor Fields, after the Witchking was slain, his lieutenant, called Khamul, took up the command of the army. Some people think that Khamul was another Ringwraith, but I personally think that he was just another Orc-Lord. Sauron wouldn't need more than one Ringwraith, when the WitchKing was enough to break down the gates of Minas Tirith.
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But Melkor also was there, and he came to the house of Fëanor, and there he slew Finwë King of the Noldor before his doors, and spilled the first blood in the Blessed Realm; for Finwë alone had not fled from the horror of the Dark.
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