Scott Muldoon (silentdibs)
Strider has to be separated from the Fellowship to play Dead Men of Dunharrow. This is propably explained in the rulebook in a part that deals with the fellowship and/or companions.
We looked for such a reference but weren't able to find one at the table, which is disappointing. Similarly, we couldn't remember if the Witch-king counted as a Nazgul for card effects - that one was buried under Character Movement, of all places.
Here's what Event Cards has to say: "Cards in the Character deck are often related to the Fellowship and to the actions of Companions and Minions on the map" (my emphasis).
Under Armies and Battles / Characters / Entering Play: "Companions enter play when they are separated from the Fellowship."
And finally, under Separating Companions from the Fellowship: "While a Companion remains in the Fellowship, he may not have any influence on the game except for his Guide ability (if he is the Guide) and for his influence on the Hunt for the Ring."
That covers it. I am not fond of the term "in/out of play" for cards/pieces that clearly are still involved with play in some form in the Fellowship, but there ya go.