When you get near the end of the Black Gate level, you will face three Nazgul warriors. The best way to defeat them is use the flaming spears. Alternately, play as Legolas at level 15 and use the Mithril Arrows with the Double Shot.

Get your character's strongest arrows or axes and fire them at the Ringwraiths. It will require nine arrows or axes.

Use Aragorn's upgrade to light the Nazgul on fire. It kills them quickly. Throw a flaming spear at one, and they will charge at you. By doing this, you only have to fight one at a time.