At least twice in The Lord of the Rings: The Fellowship of the Ring, Ringwraiths cower away from bodies of water.
The second time (the ford of Bruinen) can be explained away by their fear of some Elvish magical trap through the enchantment of the water; but what about the first time, at the ferry? One of the Nazgûl could have easily made the jump onto the barge and quickly dispatched those pesky Hobbitsses.
Answer
A note in The Hunt for the Ring, in Unfinished Tales explains:
My father nowhere explained the Ringwraiths' fear of water. In the account just cited it is made a chief motive in Sauron's assault on Osgiliath, and it reappears in detailed notes on the movement of the Black Riders in the Shire: thus of the Rider (who was in fact Khamûl of Dol Guldur) seen on the far side of Bucklebury Ferry just after the Hobbits had crossed (The Fellowship of the Ring I 5) it is said that "he was well aware that the Ring had crossed the river; but the river was a barrier to his sense of its movement and that the Nazgûl would not touch the "Elvish" waters of Baranduin. But it is not made clear how they crossed other rivers that lay in their path, such as the Greyflood, where there was only "a dangerous ford formed by the ruins of the bridge". My father did indeed note that the idea was difficult to sustain.
This is the citation referred to in Royal Canadian Bandit's answer.
So your answer is that in-universe there was never an explanation given, whereas out-of-universe it's just a plot device.
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