The nine are both named and briefly described on the gamesworkshop website, and each have there own depiction in the form of a model.Though I am pretty sure it is not considered canon it is still a fascinating read.
1st: The With-King of Angmar
"The Witch-king is the greatest and most feared of the Nazgûl. Immeasurably ancient, and a source of prodigious power, the Witch-king draws his power from the limitless will of Sauron. The Witch-king is both a deadly strategist and sorcerer, his cloaked and armoured form a terror to all who behold it, and his presence upon the battlefield a horror that few can hope to withstand."
2nd: Khamûl the Easterling
"Lieutenant of Dol Guldur, Khamûl is second amongst the Ringwraiths, a dark terror clad in an impenetrable shroud of cloth and armour. The knowledge of how he came into the service of the Lord of the Rings has long been lost, though a few of the Wise believe that he once ruled a land beyond Mordor's eastern boundaries. This at least must be partially true, for only a king of great influence would have received the tainted gift of a Ring of Power. Other than this, little is known of Khamûl's past save what he has done since in the servie of Mordor. Whatever the deeds of the man that he once was, Khamûl walks now only where Sauron bids him, his will bound solely to that of his dark master."
3rd: The Dark Marshal
"In the centuries since the Dark Marshal and his fellow kings became Ringwraiths, he has become even more sadistic and malicious. The most black-hearted and unrelentingly cruel of all the Nazgûl, his name is a byword for misery and death. Where the Dark Marshal passes, Evil creatures fight harder, fearful of their lives whilst Good warriors feel the icy touch of death upon their hearts."
4th: The Knight of Umbar
"Like all of the Nazgûl, the Knight of Umbar's past is shrouded in mystery. If the rumours pertaining to him hold any truth, he was once one of the great Númenórean kings who ruled the Southlands prior to the days of the Last Alliance."
"Cursed long ago for yielding the Southlands to Sauron's rule, the Betrayer is driven by malice and self-hatred that knows no bounds. Of all the Nazgûl, the Betrayer is amongst the lowest of Sauron's lieutenants, for even the Dark Lord is leery of placing faith in one who betrayed his kin so readily."
"Where the other Nazgul were slowly swallowed by the taint of their rings, the Tainted gave himself wholly and willingly to Sauron. Now all natural things rebel in his presence, vegetation withers, animals sicken and bold warriors cower. He is an abomination whose merest presence is poison to life, honour and hope."
"The Undying has endured long where others have fallen. He is said to be the oldest of the Ringwraiths, and the last to succumb to the wasting influences of the Rings of Power. Through an obsessive mastery of evil magics, the Undying has learnt to draw sustenance from the magics of others, fortifying himself with the magical energy that flows around him."
"The Dwimmerlaik is possibly the most mysterious of all the Nazgûl, for scant record of his past deeds exist in the tomes of the Wise. Yet in Rohan, this particular Ringwraith is feared beyond all others, for he has been a blight upon that realm for centuries untold, directing the Dark Lord's minions against the Sons of Eorl."
9th: The Shadow Lord
"The Shadow Lord was once the king of a small and insignificant kingdom. When Sauron offered him one of the Nine Rings, the promise of its power proved irresistible. Now, his physical being all but gone, and his will enslaved to Sauron, the Shadow Lord wears his dark pride like a cloak, blotting the sun from the sky and dimming the sight of his foes."