Isn't Tolkien showing the effect of evil choices on the individual - The Nazgul are Kings who in all probability (as Shippey points out) took the Rings Sauron offered to them not because they wanted to be slaves, but because they wanted power, to have some degree of control over their lives & the lives of others. That desire could have originally been motivated by a wish to do good. But this very desire for control leads in the end to a loss of control. They become in the end nothing but manifestations of Sauron's will. Wraiths/wreaths (Shippey again) -twisted things. So Tolkien's concern is showing the consequence of our choices - because we can become 'wraiths' also. 'The end justifies the means' - if I can make things better for all concerned in the long run, then its ok if I cut a few corners now. If I have to 'remove' certain individuals to make the world a 'safer' place that's acceptable, etc, etc. But the end result is I become a wraith of 'Sauron' - of the state, of that single all encompassing vision. Tolkien's skill, though, is that, rather than going into a long philosophical discussion about such things, he just shows us the consequence. He doesn't try to argue us out of making such choices, which will just lead to long convoluted arguments on whether wraiths (or orcs, or giant spiders, etc ) are really evil or just misunderstood, or just a 'bunch of guys' trying to get on with their lives. He shows us - 'Frodo, if you claim the Ring you'll become a wraith. Do you want to become like them? Slaves with no will, no freedom? Ok, so don't claim the Ring'.
There's a real danger, as Tolkien pointed out, in 'studying the arts of the Enemy'. The difference between 'good' & 'evil'? Why choose Good over evil? Well, look at the consequences of the choice.
Or the Barrow Wight, who spends ages brooding on death, nothingness, till in the end it becomes simply a 'will to nothingness' it desires only the void which is what it gets in the end - I'm struck by the fact the the Barrow wight's great nemesis is Tom Bombadil, who symbolises its opposite - light, joy, life, being. The wight is another form of Shelob/Ungoliant to my mind.
Or Old Man Willow - 'evil' because he wants 'revenge' against all who go on two legs, not justice against those hobbits who hacked their way into the Old Forest & destroyed his trees. He has become obsessed with destroying all those not like himself, & so has turned himself into a monster.
In short, The characters in Tolkien's world who symbolise/manifest true evil have two things in common - they have all made the moral choice to become evil, & they are all ugly, deformed & cruel. Something in us is repelled by them - we know they are wrong - truly 'wrong', not just 'incorrect'.
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