The 9AO, are the primary Old Ones mentioned specifically by H.P. Lovecraft in his weird tales. The 'Cthulhu Mythos' was coined by August Dereleth, who also added his own gods and elder things. In addition to August Dereleth, there are a number of mythos writers who have added their own spin to the Cosmology and added their own characters, and characterization of pre-existing elements of the mythos-cycle.
Azathoth: The Dream-Quest of Unknown Kadath, The Whisperer in the Darkness, The Dreams in the Witch House
Cthulhu: The Call of Cthulhu
Dagon: Dagon, Shadows Over Innsmouth
Hastur: The Whisperer in the Dark
Nyarlathotep: Nyyarlathotep, The Dream-Quest of Unknown Kadath, The Dreams in the Witch House
Shub: Niggurath: The Last Test, The Dunwhich Horror, The Mound, Medusa's Coil, The Horror in the Museum, The Thing on the Doorstep, The Diary of Alonzo Typer, The Whisperer in the Dark, The Dreams in the Witch House
Tsathoggua: The Mound, The Whisperer in the Dark, The Horror in the Museum
Yog-Sothoth: The Case of Charles Dexter Ward, The Dunwhich Horror, The Horror in the Museum, Through the Gates of the Silver Key
The Stories can be found HERE
The stories mentioned about, are those which specifically mention the A:O by name. There are other stories considered to be part of the Mythos Cycle. Depending on your particular favorite author, it will expand outside of the write of H.P. Lovecraft. My personal preference is to maintain symbolism within the writings of HPL, but cultists are free to venture even outside of the Cthulhu Mythos when creating their own cosmology.
The Lovecraft Bestiary
is a useful tool to quickly reference excerpts from the stories to draw your own understanding of the key elements: A:O, Elder Things, Deep Ones, Ghouls, Mi-Go, Shoggoths, Great Race, and Night-gaunts.
The H.P. Lovecraft Society
is a site I visit often for mythos-inspired music, podcasts, products, props, Lovecraft History, and a whole lot more