#[Pyth][1], 22 bytes

    iRTf}0Tfq9sTjRTr^T3^T4

Try it online [here][2].

    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


  [1]: https://github.com/isaacg1/pyth
  [2]: https://pyth.herokuapp.com/?code=iRTf%7D0Tfq9sTjRTr%5ET3%5ET4&debug=0