Okay, as far as I understand it the Nazgul are still alive and can be permanetly killed. They were never dead before, they were given the rings when they were already kings and they became greater because of it. However like Gollum they began to obsess over it and became more and more under the power of Sauron. I'm guessing that they had to give up their thrones in the Numenorian way once they reached a certain age but they continued on far beyond that. Eventually they must of reached a Gollum like state but it happened a lot sooner since a human cannot be immortal but just have his life extended. After the Gollum stage is when they fully faded. They were able to stay invisible even without the ring. Now they could still interact with our world just like Bilbo could when he put on the ring. They also fell under the full power of Sauron and lost all will of their own. Because they could still interact with our world they can be affected by it so they could kill and be killed. As far as I can tell the Witch King is the only one that got close to imortal. The Nazgul could not be formed after being killed because that would take away their fate of man. Okay I'm done now.
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