It is commonly believed that the Witch King of Angmar was killed in the Battle of the Pelennor Fields, and the other Nazgul later on when the One Ring was destroyed. So I thought.
But lo! Behold! This paragaraph seems to indicate otherwise.
Quote:
The crown rolled away with a clang. Éowyn fell forward upon her fallen foe. But lo! the mantle and hauberk were empty. Shapeless they lay now on the ground, torn and tumbled; and a cry went up into the shuddering air, and faded to a shrill wailing, passing with the wind, a voice bodiless and thin that died, and was swallowed up, and was never heard again in that age of this world.
From The Battle of the Pelennor Fields
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Does this mean that the Witch King(and by extension the other Nazgul) returned to trouble the Free Peoples in the Fourth Age? It certainly would fit the theme of "evil never dies" in Middle-earth(Morgoth defeated, Sauron rises; Sauron defeated; Witch King rises and so on). Possibly the enemy in The New Shadow(abandoned LOTR sequel) was supposed to be the Witch King, whose spirit had taken shape again?