Though the Ringwraiths were among the greatest of Sauron's servants; they also had certain weaknesses that could be used against them. One of these was daylight itself. With the exception of the Witch-King of Angmar, all of them (especially Khamûl) could not operate as well under the Sun and generally feared it. It can be seen that all nine Nazgul were attacking Minas Tirith, this was because the dark clouds of Sauron covered most of the sunlight.
A Nazgûl set on fire, one of its few weaknesses. Added by Souromon They could also not cross running water unless they had to, although the only evidence of this was at Bruinen, and the water there was enhanced with Elven magic. Their greatest weakness was apparently fire. At Weathertop, Aragorn used fire to drive the Ringwraiths away from Frodo. At the Ford of Bruinen, Aragorn and the hobbits that accompanied Frodo used it again to assist Glorfindel and drive the Ringwraiths into the raging water.
Even the Witch-King feared fire; though it's possible it had less of an effect on him over the other eight Nazgûl. If an enemy was strong, enough so to resist fear, then the Ringwraiths, except the Witch-King, had little real power over them individually.
Além disso:
Meriadoc stabbed the Witch King in the leg from behind with the Barrow-blade. Injured, the Witch King screamed in pain and Éowyn stabbed her sword into his crown and body, thus killing the lord of the Nazgûl and fulfilling the prophecy of Glorfindel.
Por fim:
[T]the Ring was cast into the fires of Mount Doom [...]. Sauron was immediately defeated by the loss of the Ring, Mount Doom underwent a gigantic volcanic eruption and all eight Nazgûl were destroyed, their form and power dissipating forever.
Artigo de Nazgul sobre o Senhor dos Anéis da Wikia.
O único Nazgull que teria sido morto foi o Rei Bruxo. Embora seja provável que os outros Nazgull possam ser mortos por mulheres, não está claro se existem outros meios disponíveis para matar o Rei Bruxo e os outros Nazgull (embora houvesse várias maneiras de causar-lhes dor).