[A_Brandybuck]

The Hunt of the Ring is a good reference to the movements of the Nazgûl. The following quotes are taken from Scull & Hammond: A Reader's Companion

There were only three Nazgûl in Bree and two left to attack the Hobbits, coming back the Road from Weathertop to Bree.

They reached Bree at dusk [on 29 September], and soon learn from the Isengard spy of the events of the Inn, and guess the presence of the Ring. One is sent to the [Witch-King][...]
[The other two] foiled in their attempt to capture Merry make plans for attack on the Inn at night. ... The Inn attacked by the two Riders in early hours before dawn. [...]
[The two Riders in Bree] go off in haste to find [the Witch-King] to report the bearer has gone (without waiting for further news)

The two Riders misinterpreted the absence of the Hobbits and thought they had gone before. Then the Witch-King (at the east-border of the Greenway) planed the pursuit.
Then Gandalf came into the story. He left Bree and overtook the Witch-King of the way to weathertop. Four of the Nazgûl started to pursuit him. The other five later attacked Aragorn and the Hobbits on weathertop.
Aragorn could banish them and the Nazgûl lost the trace. Tolkien therefore gave us some reasons.
For this there were probably several reasons, the least to be expected being the most important, namely that [the Witch-King], the great captain, was actually dismayed. He had been shaken by the fire of Gandalf, and began to perceive that the mission on which Sauron had sent him was one of great peril to himself both by the way, and on his return to his Master (if unsuccessful); and he had been doing ill, so far achieving nothing save rousing the power of the Wise and directing them to the Ring. But above all the timid and terrified Bearer had resisted him, had dared to strike at him with an enchanted sword made by his own enmiyies long ago for his destruction. Narrowly it has missed him. How he had come by it - save in the Barrows of Cardolan.
Then he was in some way mightier than the Barrow-Wight; and he called on Elbereth, a name of terror to the Nazgûl. He was the in league with the High Elves of the Havens.

Escaping a wound that would have been as deadly to him as the Mordor-knife to Frodo [...] he withdrew and hid for a while, out of doubt and fear both of Aragorn and especially of Frodo.

After that he patrol the Road and the Bridge. But Glorfindel drove the Riders from the Bridge.

EDIT: Cross-posting with Raynor...