Who were the Nazgul?

Originally Posted by Legate of Amon Lanc

Yes, I think TM quite got it. There is not much information about them apart from what was said here. Only to that fire thing,

I think fire might represent here the cleansing power, something which gives light in the darkness, and also the heat: as an opposite to cold and death the Riders represent. It is just a speculation, however, can't think of much more.

The Witch King didn't seem to be afraid of the fire than ran down his blade when he confronted Gandalf. Also, if the Nazgul fear fire, doesn't than mean they would be in great fear of the Balrog in battle?