For most of his time in The Lord of the Rings films, Sauron is usually a disembodied eye sitting atop his CEO Tower in Mordor, Inc. While he's no doubt powerful, not having a physical form isn't exactly intimidating for a Dark Lord. Thankfully, he has enforcers that are more than capable of representing him and his dark edginess, the most prominent among them is The Witch-King.
The Witch-King of Angmar made quite a splash when he first appeared and left quite the impression on Frodo before leveling up to a literal avatar of terror by the time of the third film. Yet, despite his huge on-screen presence, the films have left behind plenty of horrific and amazing facts that would have introduced him better. Consider this brushing up a bit on Tolkien mythos before Amazon'sThe Lord of the Rings series gets released.
8 He's Sauron's Deadliest Lieutenant
Sorry, Saruman, but having a tower and a deforestation drive in Fangorn alone isn't enough to earn Sauron's unconditional favor. The Witch-King is still considered Sauron's most powerful captain. That's because the Witch-King's power is directly proportional to Sauron's, though since he doesn't have the One Ring, the trickle-down economics probably got reduced to droplets for the Witch-King.
Regardless, it's worth noting that even Gandalf in his White version wasn't too confident in the solo fight against the Witch-King. Having a Fellbeast certainly helped and the fact that no man can kill a Nazgul is obviously intimidating. Moreover, The Witch-King has had more success as Sauron's conqueror when compared to Saruman.
7 It's Possible That He's From Numenor
It was well established that the Witch-King was once a man and one of the great kings of the past before Sauron corrupted his kind. That's pretty much the extent of the introductory backstory for the Nazgul. One assumption, however, was that the Witch-King was one of the Black Numenorean kings who accepted the rings of power.
Black Numenorians are men from Numenor who opposed Valar (the good gods of Middle Earth) and worshipped Melkor (and later on, Sauron). Hence, even before their rings finished the ghoul transformation, they've already long pledged themselves to evil in Middle-earth.
6 His Actual Name Is Unknown
Thanks to the murky and dark origins, even the Witch-King's name remains unknown and unannounced in the books (and certainly in the films). At best, only fan speculation is available regarding his past life and his actual moniker apart from the numerous horrific ones he garnered during his tenure as a servant of the dark.
Even the Witch-King epithet came in quite late at the Third Age when he was conquering the North of Middle-earth as a sorcerer-tyrant of Angmar. Prior to that, he was simply known as the Lord of the Nazgul or the Wraith-King. In some LOTR games, he's named El-Murazor or Murazor – a Numenorean prince, but apparently, that's not a canon fact.
5 He Wiped Out Most Of The Dunedain
What had the Witch-King been up to before the events of the LOTR and the War of the Ring? He'd been busy wiping out Aragon's ancestors! While Sauron was recuperating his strength one thousand years after losing the One Ring to Isildur, he already mobilized his prized captain and sicced him against the Dunedain kings of the North.
The Witch-King waged war against the main kingdoms in that region of Middle-earth. He managed to kill two Kings and even drove out or killed all the Dunedain in Arnor and destroyed their kingdoms over the course of several decades. He then later returned to Mordor and challenged the last remaining Dunedain sitting on the throne of Gondor. The Witch-King presumably won and eliminated the Dunedain line of Gondor, which explains why only Stewards were sitting on the throne during the War of the Ring.
4 He Disappeared Alongside Sauron
With that said, it wasn't always smooth sailing for the Witch-King. Before Sauron rebuilt himself a thousand years into the Third Age, the Witch-King also disappeared along with his master. This is because his will and powers are all tied to Sauron and Sauron's proximity to the One Ring of Power. As such, the Witch-King couldn't really act until his master reawakened.
When Isildur cut Sauron's ring off, all the nine Nazgul could no longer maintain their physical form, much like Sauron. Like them, they also temporarily disappeared from Middle-earth until Sauron could recuperate his form as an eye and lend some of his powers back to the Nazgul. It's also worth noting that the Witch-King was likely not at full-strength during the entirety of the Third Age since Sauron was merely an eye.
3 His Death Was Prophesized
One of the reasons why the Witch-King was so effective when he destroyed the kingdoms of Arnor is that he's undying and could keep up the relentless assault and war even as several generations of Dunedain kings passed. Suffice to say, they weren't able to kill or even harm the Witch-King and it seems the Dunedain kings weren't aware of this as one of them still kept taking the dueling bait.
It was actually an Elven reinforcement from Rivendell led by Glorfindel who drove back the Witch-King to Mordor. They didn't bother chasing him down and killing him while he was retreating as Glorfindel himself prophesized that the Witch-King will "not fall by the hand of man" and that his doom is still far off. Sure enough, it was Eowyn during the War of the Ring who killed the Witch-King more than a thousand years later.
2 Any Weapon That Strikes Him Is Destroyed
Part of the reason why the kingdoms of the Dunedain had difficulty dealing with the Witch-King is that conventional weapons, wielded by men, can't harm him. Any weapon used to strike the Witch-King immediately gets destroyed, as is evident when Meriadoc Brandybuck's dagger exploded or when Eowyn's sword shattered after stabbing him.
In addition to destroying his assailant's weapon, any person who stabs the Witch-King also instantly poisons the weapon's bearer, which also explains why Merry and Eowyn reeled back and seemed weak after killing him. This solidified the Witch-King's status as an immortal champion of Sauron; he also presumably used these sorcery tricks in duels with some Dunedain kings.
1 In The Books, He Uses A Mace, Not A Flail
In the films, the Witch-King wielded a normal broadsword in addition to a menacing and oversized flail that he swung with ease. Canonically, however, the Witch-King's blunt-force weapon was more similar to Sauron's, which is a mace, not a flail.
Perhaps the filmmakers changed it up to avoid confusion. Moreover, any opponent who gets hit by the Witch-King's mace supposedly dies in one hit even if the hit wasn't initially lethal. Eowyn was just extremely lucky that her shield caught the flail, though the resulting force still broke her arm.