heres the story of how they came to be
one day sauron went to a jewelers and got a nice pretty ring, he decided to hold big party to show off ring, but men and elves got jealous and decided they wanted it, party got real ugly real fast, so sauron got his ring took from him, so then some time later about 2000 years, sauron heard his ring had been seen, so he sent out his nazguls, as they were searching for the ring they found gollum who told them the ring was in the shire (sauron originally thought this was a catalouge of some sort) so the nazgul set out again, and on the way they went to bree for a pint as beer is banned from mordor since it turned the party bad, they got very drunk and decided to have party on weathertop, and they were in luck for the hobbits happened to be there, so they tried to take the ring, but hairy human appeared and fought them off, they got separated and nazgul number 8 got extremely lonely, went to middle earth brothel where he found gollum, they had an *encounter* nine months later the first dementor was born