Some quotes from UT :
"Now at that time the Chieftain of the Ringwraiths dwelt in Minas Morgul with six companions, while the second to the Chief, Khamûl the Shadow of the East, abode in Dol Guldur as Sauron's lieutenant, with one other as his messenger. "
"According to the entry in the Tale of Years for 2951 Sauron sent three, not two, of the Nazgûl to reoccupy Dol Guldur. The two statements can be reconciled on the assumption that one of the Ringwraiths of Dol Guldur returned afterwards to Minas Morgul but I think it more likely that the formulation of the present text was superseded when the Tale of Years was compiled; and it may be noted that in a rejected version of the present passage there was only one Nazgûl in Dol Guldur (not named as Khamûl, but referred to as "the Second Chief (the Black Easterling)"), while one remained with Sauron as his chief messenger.– From notes counting in detail the movements of the Black Riders in the Shire it emerges that it was Khamûl who came to Hobbiton and spoke to Gaffer Gamgee, who followed the Hobbits along the road to Stock, and who narrowly missed them at the Bucklebury Ferry (see p.360). The Rider who accompanied him, whom he summoned by cries on the ridge above Woodhall, and with whom he visited Farmer Maggot, was "his companion from Dol Guldur." Of Khamûl it is said here that he was the most ready of all the Nazgûl after the Black Captain himself, to perceive the presence of the Ring, but also the one whose power was most confused and diminished by daylight."
Khamûl is the only Nazgûl named; apart from him and the Black Captain, there is no information about the other Nazgûl.
Give up the Halfring, she-elf...