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#Pyth, 22 bytes

iRTf}0Tfq9sTjRTr^T3^T4

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iRTf}0Tfq9sTjRTr^T3^T4
               r         Range from...
                ^T3      ... 10^3 ...
                   ^T4   ... to 10^4
            jRT          Convert each to digit array (convert to base 10)
       f                 Keep the elements of the above, as T, where:
          sT               Sum of T
        q9                 Equal to 9
   f                     Keep the elements of the above, as T, where:
    }0T                    0 is a member of T
iRT                      Convert each remaining element back to integer