The Lego Attack on Weathertop set has a good collection of minifigures. You get Aragorn (yay!), Frodo Baggins (crucial to the story here), Merry and 2 Ring-wraiths.
Well I've always throught of them as Ringwraiths. They are also known as Nazgûl, Black Riders and Dark Riders. Also because of their number they are known as the Nine Riders, or just the Nine. (Sorry you only get two, not all nine!)
Presumably one of the Ringwraith is supposed to be their leader the Witch-King who stabs Frodo in this scene.
You also get two of the new style horses that can rear up.
Is one of the swords Frodo's sword Sting? I think we'll have to pretend. The real Sting glows blue when orcs approach, I doubt the Lego one will be quite that clever! Actually it's an Elvish knife, but hobbits are rather smaller that elves so it's a perfect hobbit sword.
Although all the hobbits are present during this part of the book and movie, only Frodo and Merry appear in this set.
Frodo comes with the One Ring and he does wear the ring in this sequence.
This is an important set if you want to collect the full Fellowship of the Ring - this is the only set in the first wave that includes Meriadoc "Merry" Brandybuck.