This article is from the Tolkien Newsgroups FAQ, by Steuard Jensen sbjensen@midway.uchicago.edu with numerous contributions by others.
The only known text to name any of the Nazgul is "The Hunt for the
Ring" in _Unfinished Tales_. It names "the second to the Chief, Khamul
the Shadow of the East" as Sauron's lieutenant in Dol Guldur; in a
previous draft, he was called "the Second Chief (the Black
Easterling)". Some believe that Gothmog, the lieutenant of Morgul, was
also a Nazgul; see question III.B.13 for further discussion.
Some people have used the name "Angmar" to refer to the Witch King.
We know of no instance in which Tolkien used "Angmar" as a personal
name; in his writings it always refers to the Witch King's country.
Some still defend the use of "Angmar" as a convenient nickname, but as
others find this irritating it is probably best avoided.
 
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