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The High Fells of Rhudaur is a location of Middle-earth that only exists in the Peter Jackson movie trilogy of The Hobbit. It is where the Nine (Nazgûl) were buried and is discribed more as a dungeon than as a grave.
It was first mentioned by Lady Galadriel as the location where the Witch-king of Angmar (along with his Morgul-blade) was buried after Angmar fell. She said that the men of the north took his body and all that he possessed and sealed it within the High Fells of Rhudaur. A place that is said to be so dark, that it would never come to light.
According to a clip of the soon to be released Desolation of Smaug, Gandalf and Radagast investigate the High Fells, revealing that it is also the location where the other Ringwraiths were buried. The wizards find all the crypts are broken open from the inside.