Posted May 30, 2011
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The passage (I think the one you are thinking of) is in the chapter A Short Cut to Mushrooms:
"A long-drawn wail came down the wind, like the cry of some evil and lonely creature. It rose and fell, and ended on a high piercing note. Even as they sat and stood, as if suddenly frozen, it was answered by another cry, fainter and further off, but no less chilling to the blood. There was then a silence, broken only by the sound of the wind in the leaves.
"'And what do you think that was?' Pippin asked at last, trying to speak lightly, but quavering a little. 'If it was a bird, it was one that I never heard in the Shire before.'
"'It was not bird or beast,' said Frodo. 'It was a call, or a signal - there were words in that cry, thought I could not catch them. But no hobbit has such a voice.'"
The cry is actually not the beast (as the movies make it look like, in Return of the King especially), but the Nazgul themselves doing the screaming. Yeah, the fellbeasts are not actually really mentioned much in the book. They are there, but not described overmuch, and so their number (at least 9 - one is shot down by Legolas right before the end of Fellowship of the Ring, and there are 8 in the air (I would assume - though actually, now that I think about it, it doesn't say) at the battle before the gates of Mordor, and some number in the air during the siege of Minas Tirith, the Witch King doesn't have one that he rides in the books, he rides a horse to battle at Minas Tirith).
One more quick point: orcishgamer, you said in an earlier post that Glorfindel destroyed the horses of the Nazgul. That isn't quite correct (since I'm already here nitpicking). He helps drive them, and the riders, into the river (along with the help of Aragorn, and Merry, Pippin, and Sam) but the river (the doing of Elrond and a touch of Gandalf) actually defeats the riders and their mounts.