They are not disembodied spirits, as I first thought...
Quote:
And they became for ever invisible save to him that wore the Ruling Ring, and they entered into the realm of shadows.
(The Silmarillion, Of the Rings of Power and the Third Age - emphasis mine)
|
They are Men, no longer living but not quite dead, trapped in a limbo-state called the realm of shadows - or wraith world. Unless there is a geographical realm of shadows.