In Fellowship of the Ring, outside of the introduction, the audience doesn't see anything too dark as we watch the festivities in the Shire. Cut to Mordor. After hearing a distressed creature cry out, "Shire! Baggins!" we see an eruption of lava from Mount Doom, and then "The Nine" ringwraiths enter by riding out through opened gates.
The audience can infer that they're riding out after our hero in the peaceful Shire. With the mix of the terrifying soundtrack, it's the perfect introduction that needs no words and no more than a single shot of the Nazgûl riding toward us.
They have a more minor role, but I feel like we don't gush over this moment enough.