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#they crackled withered and went out...according to Frodo who saw something that looked like that
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Gollum’s teeth work, so the Nazgul are still alive
Well, “alive.”
The Ring was clearly helping Gollum maintain his body. It’s serious about “a mortal who possesses a Great Ring does not die.” Not just aging, but preventing a million diseases after five hundred years of an all-fish diet. 
So I think a mortal who possesses a Great Ring gets elf-style healthcare. The Ring boosts their soul, the soul knows how a body is supposed to work, and nudges it along to work right even if it’s not quite physically possible. (And eventually they end up faded and bodiless with their physical form being a mere memory. Sound familiar?)
This isn’t just a way to use a Ring. It’s a transformation a Ring does to you. “If he often uses the Ring to make himself invisible, he fades.” And Gollum stayed alive for decades after losing the Ring. There were even a few moments where Frodo took the Ring with a claim strong enough to shake Barad-dur and specifically tried to fight Gollum. But Gollum didn’t just fall apart, because the Ring wasn’t what was holding him together. He just was a kind of creature that works this way now. Otherwise Frodo could say “my Ring and I don’t want to keep paying for your dental” and Gollum’s not biting off any fingers.
The Ringwraiths don’t just have Elf physiology like Gollum, they’re completely faded. But if Gollum wasn’t dependent on the Ring to keep him alive, they probably aren’t depending on theirs either. They just...are...faded-bodiless-walkers-in-twilight now.
And if they aren’t depending on the Nine Rings to keep them alive, they’re still out there. Disabled and very very traumatized, but at least they’re free of Sauron.
(The funniest possible resolution is that they go West and fool all the Valar except maybe Mandos into thinking they’re faded Elves. You can’t prove this didn’t happen.)
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