Well Hans Markus Rod,
IF you do a search you will find about fifteen different discussions on this subject. Here are the ones that I thought were the best:
http://forum.barrowdowns.com/cgi-bin...c&f=1&t=001938
and,
http://forum.barrowdowns.com/cgi-bin...c&f=1&t=002550
Basically, all that they say is that only three of the "Nazgul" were named.
The Witch King of Angmar, Khamul, and Gothmog... only Gothmog wasn't really a Nazgul.
~Scott