Nazgul At Pelennor

[Amarie of the Vanyar]

It is very likely that at least two of the Nazgûl led the attack to Lorien (one of them being Khamul):

Now at that time the Chieftain of the Ringwraiths dwelt in Minas Morgul with six companions, while the second to the Chief, Khamûl the Shadow of the East,abode in Dol Guldur as Sauron's lieutenant, with one other as his messenger
The Hunt for the Ring; Unfinished Tales

Three times Lórien had been assailed from Dol Guldur, but besides the valour of the elven people of the land, the power that dwelt there was too great for any to overcome, unless Sauron had come there himself.
Appendix B