I'd have to watch it again but apparently the Nine weren't imprisoned but rather entombed.
According to the Wikipedia article on Nazgûl, this is actually touched on in the first Hobbit movie (I'll have to rewatch to confirm that—I don't recall it).
In The Hobbit: An Unexpected Journey (2012) the White Council claims that the Witch-king of Angmar was killed when Angmar was defeated, and that his enemies buried him in a tomb protected by enchantments. It is implied that the Witch-king has been raised from the dead by Sauron, explaining why he is called the Necromancer.
It goes on to point out that this is a major departure from the books especially given Glorfindel's prophecy that no man can kill the Witch-king (which is referenced in the ROTK movie along with Éowyn's wonderful line).