Of all the armies of Gondor and Rohan, only Legolas could see the Nazgul flying over head

But the victory did little to enhearten the captains. ‘It is but a feint,’ said Aragorn; ‘and its chief purpose, I deem, was rather to draw us on by a false guess of our Enemy’s weakness than to do us much hurt, yet.’ And from that evening onward the Nazgûl came and followed every move of the army. They still flew high and out of sight of all save Legolas, and yet their presence could be felt, as a deepening of shadow and a dimming of the sun; and though the Ringwraiths did not yet stoop low upon their foes and were silent, uttering no cry, the dread of them could not be shaken off.

The Return of the King, Book Five, Chapter 10: The Black Gate Opens.