I've also had the impression that the Nazgul became more powerful the closer they came to Sauron in Mordor. During the passage of the Dead Marshes Sam and Frodo were more terrified by the cries of the Nazgul than they had been in the Shire.
I wonder if this could be explained by the intervening rivers. Tolkien stated the the Nazgul were reluctant to cross running water, which seems peculiar, but similar stories are told of witches and sorcerors in folklore. It has been proposed that the runnning water interfered with their perception in some way (sort of messing with their vibes!), perhaps making them less sure and resolute in their actions than they would have been on 'home turf'.
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Rumil of Coedhirion
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