If you have high courage models, just foot soldiers not heroes like elves, you should find a way to pierce through enemy line to engage him or hunt him if he is fast and press him somewhere. If you are playing with men you need archery and probably much of luck... If you have a horde of men though you can reinforce the lines where this nazgul is only with infantry and no heroes and so his magic and special rule are almost worthless (don't forget that he is not having aoe spell). Some other models like legolas or eagles are natural nazgul killers so you don't need a tactic.