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Originally Posted by Thinlómien
Well I was semi-under that impression too, but in a way it doesn't quite make sense. Because, how come they can be under the power of their rings if they're not wearing them and one could kind of expect the rings to be the things to sort of "keep them together"... weird.
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There has been a lot of discussing about that here some time ago (I don't know, about a year or more?), in one discussion where Yours Truly participated too (I don't recall the name of the discussion anymore, but perhaps one could look for it... anyway, it was probably not the only one concerning that topic), and I think the conclusion was - even though I did not quite like it - that the Rings indeed were with Sauron. Or, at least (and now that is the question) by the end of the Third Age. Of course, before the Nazgul-men became Ringwraith, they were wearing them, and eventually went to Sauron... if we relate it to your WW narration, I would presume that by that time apparently they were already in the service of Sauron, but seemingly were still corporeal. Hm, thinking of that, perhaps it won't be such a problem for an incorporeal RW to carry away one Ring of Power... perhaps such a strongly "magical" (used in lack for better terms, even though it is hardly appropriate to use that in terms of M-E) item would have been possible to "catch" even by a person who is in the Wraith-world only? Though, that won't make much of a sense. After all, what were RW? Normally, they were seemingly "corporeal" or "semi-corporeal" (clad, carrying swords...), and when they were "killed" (like by Bruinen or in your narration), they became "completely incorporeal" and couldn't really do anything until their master... well, in computer game terms, until they respawned
Okay, but as for the actual question, I basically said what I think - logically, it seems that when the Nazgul were searching for Baggins, Sauron had the Rings with himself. That would also point to the fact that WK, when killed, didn't have his Ring with him when he died on Pelennor, thus, no Éomer could just come and say "hey, look, what a nice Ring lying in this pile of clothes" (ah yes, I think that was in the discussion I mentioned too).
Though if you asked just for personal feelings, all logic aside, I always thought the Nazgul have their Rings with them, and they can feel each other this way, use some powers, are controlled by Sauron etc. Of course, that would face questions like the one you put in front of us.