When The Lord of the Rings: The Fellowship of the Rings started, things were perfectly peaceful. It had been years since The Hobbit, and Bilbo was celebrating his 111th birthday, and everyone was ready for a party. There was plenty of eating, drinking and fireworks, but by the end of the night, Bilbo was off to Rivendell. That meant that the magic ring Bilbo had won in a battle of riddles with Gollum was left to Frodo. So, Gandalf commanded the young Hobbit: "Keep it secret. Keep it safe."
After that, there was a 17-year time jump (although it only feels like a few seconds in the Peter Jackson adaptation) where not much happened in the Shire. Then, out of nowhere, Gandalf showed up with bad news. Bilbo's magic ring was actually Sauron's One Ring, and the Dark Lord was desperately hunting for it. To make matters worse, Sauron had captured and tortured Gollum, who had given up the words: "Shire" and "Baggins."
Were the Nazgûl Dead or Alive?
Frodo and Sam fled the Shire and found Merry and Pippin along the way, but Gandalf didn't tell them the whole truth. Sauron wasn't just quietly looking for the One Ring. The Dark Lord had dispatched the Nazgûl -- nine ringwraiths disguised as riders in black. They had an aura of dread, and no mortal could resist them for long.
Sauron created the Nazgûl centuries before, during the Second Age of Middle-earth. At one point, they were all kings of men who desired power more than all the other people of Middle-earth. So, when Sauron offered them rings of power, they greedily accepted -- to their detriment. They were granted long life, but over time, they faded from existence. Eventually, they were no longer alive, but they weren't dead either. The Nazgûl were stuck in a veritable wraith world, on the border between life and death. All they could do was obey Sauron on his unending quest for utter domination.
Why the Nazgûl Didn't Kill Frodo
The Nazgûl pursued Frodo and his companions from the borders of the Shire to Bree and beyond. Everything came to a head at the ancient watch tower of Amon Sûl, which was also called Weathertop. That's where the Nazgûl finally caught up with the Hobbits. Gandalf had sent Aragorn to look after them, and he did his best. But the ringwraiths still made it to Frodo. He resisted them and wouldn't give up the One Ring, so the Lord of the Nazgûl stabbed Frodo. Except, he didn't stab to kill. He used his dagger, not his sword, and he stabbed Frodo in the shoulder, not in a vital area. Thus, it's clear that the Nazgûl didn't actually want to kill Frodo, but why?
There might be an important reason why the Nazgûl didn't just kill Frodo. The theory is that the Nazgûl were forbidden from actually touching the One Ring. If one of them had taken the evil piece of jewelry, it might have taken hold of him and created a rival for Sauron. Thus, the Dark Lord had given his servants specific instructions. They were supposed to stab Frodo with a Morgul Blade, which would turn him into a ringwraith. If that happened (and it would have happened without the healing power of Elrond's ring), Sauron would have been able to see and control Frodo with his will. He would have made Frodo bring the One Ring to him in Mordor, and Middle-earth would have been doomed.