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This question already has an answer here:

Did the Nazgûl wear their 9 rings?

Wikipedia is singularly unhelpful:

Some passages in the novel suggest that the Nazgûl wore their rings, while others suggest that Sauron actually held them.

(with no references).

Can someone please shed light on which version is more supported by Tolkien's work?

merged by Rand al'Thor Feb 4 '17 at 14:05

This question was merged with Did the Nazgûl retain their Rings of Power? because it is an exact duplicate of that question.