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All who came to possess the One Ring after Sauron, who possessed ambition for great deeds (basically not hobbits) have sought to master the Ring and use its power to serve their cause. Few, such as Galadriel, have successfully resisted the Ring's overpowering will and temptation.
Considering the Ring's description above, what will happen if a Nazgûl successfully retrieves the One Ring? Will he truly return it to Sauron obediently? Or will he, like all who possess a greed for power, be driven to keep, master and control the One Ring, his already-feeble will utterly unable to resist such temptation?