[Nilpaurion Felagund]

The concept of Dwarves being unaffected because of their dissimilar origin and fate got me thinking.

In the Nine Rings, Sauron bounds the Nazgûl's existence on Arda to the One. He was just playing on Morgoth's original plans (making Men fear the outside dark--i.e. beyond the walls of Eä). Of course, considering how he brought about the Downfall of Númenor, he must have been using it for the longest time. But the Nine was the consummation of this plan.

With this said the Nazgûl become more fallen than anything I could comprehend. They must have done evil things, and feared the fate that awaits them when they die. So they allied themselves to Sauron, and they became his greatest servants. They had to protect the One to protect themselves from what they truly fear.

Sorry for disjointed thought--just thinking and typing as I go.