Turbine has the right to use anything from The Hobbit and The Lord of the Rings. Turbine does not have the rights to Tolkien’s other works, even Tolkien’s other works set in Middle-earth.
The nine Ringwraiths appear in The Lord of the Rings. The Witch-king of Angmar is the one you may know by name, he being the leader of the Nazgul (and either you know the fight or there is no point spoiling it). Khamul, his second in command, is named in the Unfinished Tales. He will appear as the Big Bad in The Lord of the Rings Online™: Siege of Mirkwood™. Turbine has the rights to the character and his appearance but not his name. He will appear as “Lieutenant of Dol Guldur.”
Update: title edited at Brian’s suggestion. It is a licensing issue, not directly copyright.