Assuming a player fear system is implemented, Nazgul should passively cause fear in the player as an area of effect (or a gaze if this is too hard to implement).

Nazgul can innately see invisible.

The rings of the Nazgul generate with names corresponding to 1 through 9 in Elvish (Black Speech would be better but doesn’t have known words for most of the numbers).

There may be an extant patch for this somewhere, but it wasn’t able to be located.

Give the Nazgul a black speech attack, possibly replacing their sleep breath attack.

Nazgul have limited gating ability. Every time one lands a hit on you, there is a small chance that another nazgul spawns somewhere else on the level.

Nazguls’ sleep gas acts as a beam, not a ray, and therefore cannot be reflected.

Rings carried by Nazgul are all artifact rings of invisibility. They autocurse and also confer telepathy, see invisible and aggravate monster.

Stealing or destroying a Nazgul’s ring instakills it. Or possibly stealing reduces it to 1 HP.

Nazgul cannot be killed “incorrectly” (unclear on what this needs to be, perhaps stabbing them with a barrow-wight’s knife, or being female). If you happen to kill one incorrectly, it will be killed without giving experience and its inventory will be deleted (minus unique items). The Nazgul born counter then ticks down by one, so it can be spawned again elsewhere by the normal mechanism.

New artifact The Phial of Galadriel. It is a potion of water (potion of starlight in dNetHack) that acts as an infinite light source which scares giant spiders and Nazgul that come into it, and can be invoked to bless 1 item. May need more powers to make it better, and behavior for what happens when you drink it, but these are unspecified.