The ring-wraiths are my personal favorite, and I use them in every game. BEing some of the best spell casters when your taking budget wraiths, or having a great special rule when taking named wraiths, they are some of the best models in the game. Though not very strong in combat, they can still hold their own against basic troops, though this can be very draining.
I personally take them with high will in the possibility they get stuck in combat, if when they get out they will have enough will to continue using their great spells. If you plan on getting them in combat, Khamul and KoU are two good choices, KoU being less frequently seen as such. He has the Mimicry special rule which proves useful against hard hitters, so personally I team him up with a spearman and/or a pikeman. This makes it so he will most likely win combat and deal some wounds against the hard hitters like Boromir and Aragorn. IMO going into combat isn't a great idea for any other wraith, they simply lack the power to do much, unless mounted on a fellbeast which costs loads of points.
They are resistant against other spellcasters (due to their high will stocks) and are a prefect counter to any opposing sorcerer. They have some great powers to stop the other sorcerer by stopping them in their tracks, and sometimes moving them towards a powerful unit (troll, balrog, any hard hitter will do!) and at 1 attack, they don't stand a chance. Another note on Compel is with a ringbearer, if succesful the ringbearer may be compelled to put on the ring (dependeing on the version you play, this rule varies) and the wraith no longer loses will in combat against him! This means they become perfect ring hunters.
But the true gold in Nazgul lies in their effectiveness against troop moral. Their harbinger of evil can cause some serious issues when the other force breaks, and black dart is ideal for taking out flag bearers and other crucial troops. Even without this, no matter who you are up against, the wraith will seriously psych them out. They will have to commit a good portion of their force to stopping the wraith or it will wreak havoc among his/her troops.
Tactics: Take them with a "retinue" of cheap troops with spears/pikes (having spears and pikes being the most effective) and bows, this creates a force that is lethal at a range, and can protect the wraith from combat, or, alternatively they can provide support to a combat wraith. An extra attack is always helpful! Keep pelting the enemy with arrows (if you've taken the SL, then take even more archers as he sheilds them quite well) and magic powers until the other force is close to breaking. Make sure you haven't expended too much will and save at the least 5 will for when the other force is really close to breaking. At this point get into the thick of it! the extra bodies will add an extra few casualties with the spear/pikes backing up the wraith this should be very difficult to beat, and with the KoU or Khamul it will be neigh on unstoppable (if you use transfix before combat, your almost guaranteed to win). This will make the other force break quickly and with the Harbingers of evil rule, this means much of the other force will be taken as a casualty or retreat (again depending on which version you are playing). Alternatively you can create a hero killer group. Spears and pikes again, but less archers. I recommend the KoU for this one, but depending on your playing style you may also want Khamul or a different wraith. The reason that I would take KoU is because of his Mimicry ability, which means when supported by spears and pikes, he will always have more attacks. Use your bows to get rid of the units surrounding the hero (this stops any support coming to the hero) and charge right in there. Use Transfix to lower the stats of the other model, while stealing them if your using KoU. Make sure not to use too many other magical powers as being in combat will drain you quickly. Doing this should allow you to kill any hero, no matter how powerful.
And finally the magician. This tactic is used for "swarm' armies when the opponent outnumbers you or your playing with high point cost troops (such as uruk-hai or monster heavy armies) Get your wraith on a horse. This is essential for avoiding combat, and be sure to stay as far away from archers (especially elves) as possible. Go around casting transfixes, compels and the occasional black dart at troops to make life very difficult for them. Also use the Drain Will and Sap courage powers against heroes, as they will have to resist this using up their will stocks, meaning eventually it will work. Also Use Drain Will on troops away from heroes. This means that when their force breaks, and the heroes stand fast doesn't reach them, they are almost guaranteed to flee/be removed. Also stay close enough for the Harbinger of evil rule to be maximized. Hug terrain to stay away from archers and troops, and when someone gets to close to your wraith throw a transfix at them and then send a cheap soldier at them and flee on your horse! This increases survivability of your wraiths and chances of killing an enemy!
Using any of these methods allows for a destructive unit that is very difficult to kill, and increases your chances of victory, which is why i find wraiths so effective.
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