Using Voltage Regulator (9v to 5v)
A three terminal voltage regulator requires a ground (or for adjustable regulators, divided output voltage) connection.

Your pictures clearly show that you have none.

You must provide this connection, otherwise the regulator has no way to monitor its own output voltage, so its feedback loop cannot requlate.

Many regulators also require capacitors on the input and output for stability.

Please see the regulator's data sheet for the recommended connections and required capacitors.