This topic helps with two things. One is to upgrade an old Ubuntu release to a new release, and by old I mean one that is no longer supported. Keep in mind that if say 9.04 is unsupported, but 9.10 is still supported, you can simply do the do-release-update. This doc helps when both 9.04 and 9.10 and above are EOL (end of life). Second is to maintain the use of an old Ubuntu distro even after its repositories stop working. Basically if you don't install the LTS (Long Term Support) release of Ubuntu then your distro is only supported for about a year. After that year all your repositories (using apt-get) fail and cannot be found. This is because Ubuntu archives the old repositories to a different URL. You don't actually have to upgrade your old Ubuntu distro, and you can continue to use it and its repos, you just have to switch to the new repo URL's. See below.

https://help.ubuntu.com/community/EOLUpgrades

Upgrading Ubuntu Server 9.04 to 10.04 LTS after End of Life has been reached for both 9.04 and 9.10

In other words, the sudo do-release-upgrade does not work anymore, it sais: An Upgrade from 'jaunty' to 'lucid' is not supported with this tool, because both 9.04 and 9.10 are EOL.

This Ubuntu Document explains the process nicely https://help.ubuntu.com/community/EOLUpgrades and this one, is specifically for 9.04 to 9.10 https://help.ubuntu.com/community/EOLUpgrades/Jaunty

This actually didn't work for me, still get a 'Upgrade from Jaunty to Lucid is not supported by this tool'

1. Comment out all your /etc/apt/sources.lst repos, and add the old-releases.ubuntu.com (see below or https://help.ubuntu.com/community/EOLUpgrades for new repoos)
2. For my 9.04 to 9.10 upgrade read https://help.ubuntu.com/community/EOLUpgrades/Jaunty which simply says:
   1. After old-releases.ubuntu.com repos are in run:
   2. sudo aptitude update && sudo aptitude safe-upgrade then do the normal upgrade sudo do-release-upgrade which now works because of the new repos.

Since the above didn't work I just did it the debian way (this did work):

1. Comment out that added old-releases.ubuntu.com stuff (from step one above) and put back your originals
2. Then change any mention of jaunty to karmic in sources.lst then sudo apt-get update; sudo apt-get dist-upgrade
3. Reboot, Now your system should be 9.10, now you can do a do-release-upgrade

https://help.ubuntu.com/community/EOLUpgrades
http://thinkbeforetype.com/2010/12/12/accessing-ubuntus-end-of-life-repositories/

Please make sure you have the following sources.list, change CODENAME to your release, e.g. breezy or jaunty...(see here for list)

## EOL upgrade sources.list
# Required
deb http://old-releases.ubuntu.com/ubuntu/ CODENAME main restricted universe multiverse
deb http://old-releases.ubuntu.com/ubuntu/ CODENAME-updates main restricted universe multiverse
deb http://old-releases.ubuntu.com/ubuntu/ CODENAME-security main restricted universe multiverse

# Optional
#deb http://old-releases.ubuntu.com/ubuntu/ CODENAME-backports main restricted universe multiverse