The Nazgul's howls -- a supremely unsettling screech that announced the arrival of Sauron's chief minions -- actually came from a simple trick. The Ringwraiths constituted Sauron's first real move against the remainder of Middle-earth, sent into the Shire to hunt down the One Ring

the One Ring

Powers. The Ring's primary power was control of the other Rings of Power and domination of the wills of their users. The Ring also conferred power to dominate the wills of other beings whether they were wearing Rings or not—but only in proportion to the user's native capacity.

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in Frodo Baggins's care.

Why were the Nazgul feared?

The greatest strength that the Nazgûl have is their "aura of dread," which essentially casts fear into the hearts and minds of anyone near them. This is what they use when fighting off armies, causing men to flee at the sight of them. Their terrifying screeches help with this effect as well.

Why do the Nazgul fear water?

The Nazgûl, as servants of Sauron, feared the power of Ulmo, and believed that some of his power might still flow through the waters of Middle-earth, hence why they avoided it as much as they could.