[Kuruharan]

Actually, I think it is possible to make some reasonable guesses into some of the details of the Nazgul.

I think it reasonable to suppose that in his lifetime the man that became the Witch-King was in fact a king. I would guess that he probably was not one of the Numenoreans, except that the Numenoreans were a cut above other men, and the Witch-King was a cut above the other Nazgul. Still I lean (for no explicable reason) towards a non-Numenorean origin for the Witch-King.

Khamul was obviously an Easterling of some sort. For the same inexplicable reason I tend to think that he was also a king while he was "alive."

Moving to the three Numenoreans (assuming that the Witch-King was not one of them) I think that it would be a fair bet that at one time one of them had been the king (or whatever other type of ruler) of the Numenorean colony at Umbar. (Yes, I know somebody will say, "but then why couldn't the Witch-King have been the ruler of Umbar?" I don't know so don't ask me!) For the other two, I always thought of them being wizards or sorcerers or something of that ilk.

For the rest, you would probably have a cross section of all the different types of people. Some Haradrim and other Southern folk, as well as various and sundry types of Easterlings. Maybe there was one from the Northmen as well.

Just some idle and unprovable speculation.
(But I don't think that my guesses are far out though.)