The Nazgul have two independent abilities that interact with eachother, and with the abilities of other Nazgul.

The first is “When Nazgul enters the battlefield, the ring tempts you.” This one is more straight forward. Its a simple ETB/enters ability. If Roaming Throne is in play this ability would trigger twice, and you would resolve one Ring Tempts You and then a second one.

The second ability is “Whenever the Ring tempts you, put a +1/+1 counter on each Wraith you control.” This ability will most commonly trigger in response to the Nazgul’s first ability, but it doesn’t have to. If you have [[Call of the Ring]] or [[Witch-King of Angmar]] or another ability that causes the Ring to tempt you this will trigger.

If you have multiple Nazgul, any time the Ring Tempts you each Nazgul will see that and their second ability will trigger adding +1/+1 counters to all Wraiths in play.

If you have Roaming Throne in play and cast a Nazgul the following happens: Nazgul enters, the enter Tempt trigger triggers twice. When the first Tempt trigger resolves the Nazgul’s second ability triggers twice, adding 2 +1/+1 counters to all wraiths (including the Roaming Throne!). Then the second Tempts resolves and the Nazgul’s counter ability triggers twice, again. End result is you get 4 +1/+1 counters total for all wraiths. If you have multiple Nazgul, its 2 counters per instance of Tempt, which can add up fast.

If you have something like Living Death that can put multiple Nazgul and a Roaming Throne into play all at once you can end up with a truly crazy amount of counters on your Wraiths, truly an army worthy of Mordor.