The Nine were destroyed after the One was. And it
was Sauron who held them.
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I read in The Council of Elrond today a part that changes my mind. Gandalf says, in regards to the Rings, that the seven are taken or destroyed. The Three are known. The Nine the Nazgul keep. So that changes that. I suppose they lost all their power and either feel to the earth below, or were destroyed.
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Indeed, this is the biggest evidence that the Nazguls keep the Nine. But there is far much more evidence that Sauron holds them. Here are a few(emphasises mine):
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Originally Posted by Letters #246
... Sauron, who still through their nine rings (which he held) had primary control...
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Originally Posted by Unfinished Tales
...mightiest servants, the Ring-wraiths, who had no will but his own, being each utterly subservient to the ring that had enslaved him, which Sauron held
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Originally Posted by Unfinished Tales
...were entirely enslaved to their Nine Rings, which [Sauron] now himself held
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Originally Posted by The Lord of the Rings
...the Nine [Sauron] has gathered to himself; the Seven also, or else they are destroyed
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Originally Posted by The Lord of the Rings
You saw the Eye of him that holds the Seven and the Nine
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These evidences suggest that Sauron held the Ring. And the evidence that they are destroyed comes from the Silmarillion:
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And so indeed it has since befallen: The One and the Seven and the Nine are destroyed, and the Three have passed away.
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