iOS 9 Downgrade Prerequisite: iOS 8.4.1 signing is still available, meaning Apple continues to sign the installation of iOS 8.4.1 firmware files. Once they stop signing 8.4.1 as they did with iOS 8.4, downgrading to 8.4.1 would be impossible. So, hurry up if you are determined!! You can check the signing status by visiting this site -http://api.ineal.me/tss/status
iOS 9 Downgrade Steps:
Step 1: Backup! Backup! Backup your iPhone/iPad/iPod Touch iOS 9 before downgrade unless you don't give a shit:
Warning: Do not use iTunes for iPhone/iPad/iPod Touch iOS 9 backup, since iTunes won't restore your data from the newer version of OS to older ones, unless you've made an archived backup already for your 8.4.1 before upgrading to iOS 9. iCloud can only backup certain files like photos, contacts etc excluding apps. So you may have to reinstall many apps after downgrade.
Also, if your iPhone/iPad is jailbroken (how to jailbreak iOS 9 iPhone/iPad), for downgrading, you will have to backup the iOS 8.4.1 SHSH blob and find a way to deceive the device by making it believe that version is still available for signing.
Step 2: Install iTunes to connect iOS 9 device with Mac/Windows before downgrade
Step 3: Download the iOS 8.4.1 IPSW file
Note: You can visit the site: https://ipsw.me/ to find the IPSW file by selecting the device model you currently own in the left dropdown and the iOS version you want recover in the right dropdown. Click download to save the IPSW file locally.
Step 4: Add the IPSW file to iTunes library
Step 5: Be in DFU mode (very tricky in timing)
1) Open "settings" app on your iPhone, iPad, or iPod to turn off "Find My iPhone" in the iCloud;
2) Turn off the iDevice by holding the power button for about two to three secs;
3) Press the Home button while holding the power button simultaneously for about 8 secs;
4) Let go the Power button while holding the Home button until you see the iTunes icon popping up;
Step 6: Launch iTunes and connect the iDevice to Mac/PC with cable.
iTunes will automatically detect your iPhone/iPad/iPod for restoring.
Step 7: Press the Alt/Option Key on Mac or Shift key on Windows and click restore.
Step 8: Navigate to the IPSW file you've downloaded and click next.
Step 9: iTunes will now downgrade your device to iOS 8.4.1 after verifying.
Your iOS device will now be ready to get started with the older iOS 8.4.1 firmware.