When the Nazgûl lose their bodily form, what happens to their rings?

[Morthoron]

Originally Posted by Inziladun

If we accept that Sauron had the One with him in Númenor and was somehow able to trasport it with his disembodied spirit back to ME, why could he not have done the same with the Nine after his defeat by the Last Alliance?

Ummm...if that were the case, don't you think Sauron would have levitated the One Ring out of Isildur's grasp? I mean, really, what's the point of spiriting off the Nine when his decapitated finger had the only ring that mattered? And since Isuldur was in the slice and dice mode, if the other Rings were available on Sauron's prone body, wouldn't he have lifted those as well?

Originally Posted by Galin

But why can't Sauron have taken the Nine back in the Third Age? That appears to be the indication from Of The Rings Of Power And The Third Age, as I read it anyway.

Where were they then, 'zactly?