Though the Ringwraiths were among the greatest of Sauron's servants;
they also had certain weaknesses that could be used against them. One
of these was daylight itself. With the exception of the Witch-King of
Angmar, all of them (especially Khamûl) could not operate as well
under the Sun and generally feared it. It can be seen that all nine
Nazgul were attacking Minas Tirith, this was because the dark clouds
of Sauron covered most of the sunlight.
A Nazgûl set on fire, one of its few weaknesses. Added by Souromon
They could also not cross running water unless they had to, although
the only evidence of this was at Bruinen, and the water there was
enhanced with Elven magic. Their greatest weakness was apparently
fire. At Weathertop, Aragorn used fire to drive the Ringwraiths away
from Frodo. At the Ford of Bruinen, Aragorn and the hobbits that
accompanied Frodo used it again to assist Glorfindel and drive the
Ringwraiths into the raging water.
Even the Witch-King feared fire; though it's possible it had less of
an effect on him over the other eight Nazgûl. If an enemy was strong,
enough so to resist fear, then the Ringwraiths, except the Witch-King,
had little real power over them individually.
Meriadoc stabbed the Witch King in the leg from behind with the
Barrow-blade. Injured, the Witch King screamed in pain and Éowyn
stabbed her sword into his crown and body, thus killing the lord of
the Nazgûl and fulfilling the prophecy of Glorfindel.
[T]the Ring was cast into the fires of Mount Doom [...]. Sauron was
immediately defeated by the loss of the Ring, Mount Doom underwent a
gigantic volcanic eruption and all eight Nazgûl were destroyed, their
form and power dissipating forever.
Nazgul article on Lord of the Rings Wikia.
The only Nazgul that was reported to have been killed was the Witch King. While it's likely that the other Nazgul could be killed by women, it's not clear if there are other means available to kill the Witch King and the other Nazgul (even though there were several ways to cause them pain).