There are some spoilers here for Book IV and V of the Epic Quest. Fair warning.
In Book IV you are tasked to find the one Nazgul who did not get destroyed at the Fords of Bruinen. In this you have the help of some pretty interesting people, including Glorfindel, Legolas, and Gimli (who, by the way, are both insane aggro magnets). Now, I am virtually certain that Tolkien intended the Witch-king to be the lone survivor, since he is not only the most powerful, but also the only one with any kind of self-will, independence, or personality of his own. I mean, if 8 out of 9 get drowned by magic river horses, it seems logical that the toughest one -- the boss -- would be the one to survive.
But that is not the direction the developers at LotRO decided to go. Apparently, the Witch-king was wasted at the river and the surviving Nazgul was our good ole boy Khamul the Easterling.
Khamul has an interesting history in LotR research. He is not mentioned by name in the novel. Instead, his name comes up in Unfinished Tales, where he is described as a tracker and scout. It was Khamul the Easterling who sniffed the Hobbits by the great tree (under which Frodo and the others hid, and he was tempted to put on the Ring) before he chased the Hobbits to Buckleberry Ferry, only to be frustrated by the river. We have no other facts about him.
What is interesting here is that Turbine does not have the rights to Unfinished Tales. We therefore see, in Legolas' dialogue concerning the surviving Nazgul, a hint to how close developers intend to go with this new material. Legolas cannot name Khamul; that would be in violation of copyright. Instead, Legolas knows only that "it is said" that one of the Nazgul was a mighty tracker from the East. Only lorehounds will know that this is a reference to Khamul. Still, this is a very interesting allusion to Unfinished Tales.
It makes you think. What else from Tolkien's legendarium might we get to see, the serial numbers properly filed off so that the lawyers don't get involved?