tolkiens legendarium - Are the Nazgûl Harmed by Water?

So I'm watching the LOTR trilogy and I'm on Fellowship of the Ring. It seems as if the Nazgûl actively avoid water, such as at the Bucklebury Ferry and the river at Rivendell. Does water harm the Nazgûl or lessen their powers in any way? Or are they just fussy and don't want to get their natty black robes wet?

Answer

In The Unfinished Tales, Christopher Tolkien wrote a passage concerning their fear of water.

All except the Witch-king were apt to stray when alone by daylight; and all, again save the Witch-king, feared water and were unwilling, except in dire need, to enter it or to cross streams unless dryshod by a bridge.³

1. At the Ford of Bruinen only the Witch-king and two others, with the lure of the Ring straight before them, had dared to enter the river; the others were driven into it by Glorfindel and Aragorn. [Author's note.]

And later on:

My father nowhere explained the Ringwraiths fear of water. It is made a chief motive in Saurons assault on Osgilliath, and it reappears in detailed notes on the movements of the Black Riders in the Shire: thus of the Riders seen on the far side of Bucklebury Ferry just after the Hobbits had crossed 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 Nazgul would not touch the elvish waters of Baranduin. My father did indeed note that the idea was difficult to sustain.

This confirms that they avoided water out of fear, that their fear was not related to their mounts, but was deeper than that. It is theorized widely that the purity of the water in Middle Earth was an affront to their nature, but this is unconfirmed.