The Nine returned to their master and drew strength again, before being sent out on their new winged reptilian mounts. They stay hidden on the eastern side of the Anduin for several months, until after the Breaking of the Fellowship on February 26, 3019.
‘Nazgûl, Nazgûl,’ said Grishnákh, shivering and licking his lips, as if the word had a foul taste that he savoured painfully. ‘You speak of what is deep beyond the reach of your muddy dreams, Uglúk,’ he said. ‘Nazgûl! Ah! All that they make out! One day you'll wish that you had not said that. Ape!’ he snarled fiercely. ‘You ought to know that they’re the apple of the Great Eye. But the winged Nazgûl: not yet, not yet. He won’t let them show themselves across the Great River yet, not too soon. They’re for the War — and other purposes.’
Legolas shoots down a flying shadow to the east of the river near Sarn Gebir on February 23.
[A] dark shape, like a cloud and yet not a cloud, for it moved far more swiftly, came out of the blackness in the South, and sped towards the Company, blotting out all light as it approached. Soon it appeared as a great winged creature, blacker than the pits in the night.
Suddenly the great bow of Lórien sang. Shrill went the arrow from the elven-string. Frodo looked up. Almost above him the winged shape swerved. There was a harsh croaking scream, as it fell out of the air, vanishing down into the gloom of the eastern shore. The sky was clean again. There was a tumult of many voices far away, cursing and wailing in the darkness, and then silence. Neither shaft nor cry came again from the east that night.
Gandalf later confirms that there was a Nazgûl mounted on the creature Legolas killed:
'The Winged Messenger!' cried Legolas. 'I shot at him with the bow of Galadriel above Sarn Gebir, and I felled him from the sky. He filled us all with fear. What new terror is this?'
'One that you cannot slay with arrows,' said Gandalf. 'You only slew his steed. It was a good deed; but the Rider was soon horsed again. For he was a Nazgûl, one of the Nine, who ride now upon winged steeds.
One (or possibly more) Ringwraiths probably overfly Frodo, Sam, and Gollum while they are crossing the Dead Marshes on March 1–2.
The next appearance of the winged Nazgûl riding their fell beasts is probably on February 27, although Grishnákh indicates that the Rider has still not yet crossed the river, but has sent Grishnákh's contingent of Mordor orcs west to acquire the hobbits that were taken by Saruman's Uruk-hai.
'I came across,' said the evil voice. 'A winged Nazgûl awaits us northward on the east-bank.'
The orcs never make it back to deliver the hobbits to the Nazgûl; they are slain by the Riders of Rohan. After the destruction of Isengard by the Ents, Pippin looks into the Palantir of Orthanc on March 5 and sees Sauron himself. Sauron, believing that Saruman (who had possessed the seeing stone) had a halfling captive in Orthanc, sends a flying Nazgûl to retrieve the captive, and its passing overhead is dimly sensed by the heroes camped at Dol Baran in Rohan shortly thereafter.
As to the other details of their doings, the only authoritative source for what the Nazgûl were doing when they were not "on-page" (as it were) would be the timeline from the end of The Return of the King. However, there are actually no other mentions of Ringwraith activity between their defeat at the ford and the departure of Sauron's first army from Minas Morgul on the Dawnless Day (March 10), which Frodo and Sam see the Lord of the Nazgûl leading. From this point on, until the Battle of the Pelenor Fields, all of the Nine may be with the army.