I had to think about that for a second, because I thought I remembered 009 was in GoldenEye. I looked into it. GoldenEye had 006 in it as the main antagonist. Apparently 009 does show up in the movies a few times. He's killed each time he appears. So yeah, the name and number is just an alias, the agent themselves keep changing, but they use the same alias as @Theodorekent says