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					Originally Posted by William Cloud Hicklin  I'm not buying it.   The RW were invisible, not insubstantial. Or maybe the W-K at the Pelennor had a substantial invisible body wearing armor up to the neck, but no tangible head visible or invisible and he was holding the crown up with telekinesis? | 
	
 Gandalf says, “the black robes are real robes that they wear to give  shape to their nothingness when they have dealings with the living.”
This to me strongly implies that without those robes the Nazgûl are unformed and shapeless, and insubstantial. The word 
nothingness indicates their insubstantialbility. See 
wraith for dictionary meanings, many of which suggest insubstantialbility.