The Witch-King headed the Ringwraiths, until his death. Then his second, Khamul took over until all the ringwraiths were destroyed in the wreck of Sauron.
Khamul is named in the books, see the article about him.
Fuinor and Herumor are two other ringwraiths named in the Silmarillion, "Of the Rings of Power and the Third Age". They were "black Numenoreans", some of many who had been turned to Sauron while he sojourned among them. These two, among others, escaped the sinking of Numenor by sailing to Middle-earth, where they rose to become Lords of the Herudrim.
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