The 9 speed cassette should just slide onto and 8 speed freehub no probs - unless you've got some weird dura Ace / XTR kit
It'll be good if anyone can post details of Shimano or Shimano-compatible exceptions - in case it helps anyone else reading this, now or in future.
CampagnoloCampag's 8-speed splines are different from the Campag 9/10/11-speed ones. Campag 9-speed sprockets can be modified to fit an 8-speed freehub, but you'd need to be very keen to bother, and there won't be room to get nine sprockets on properly.
Regarding the other way around: Campag 8-speed sprockets fit Campag 9/10/11-speed hubs, but the short tabs designed for steel freehubs badly chew up the aluminium freehubs of 9/10/11-speed. Conversion kits have been available to Convert a 9-speed Mirage/Veloce cassette to 8-speed spacing. Note. 8-speed sprockets are thicker than 9/10/11-speed's. Find the numbers via Sheldon Brown's "k7" page.
Also consider Marchisio and other independent-make custom cassettes.