I have a 2009 Legacy with a bad downstream O2 sensor well that's what I was told. Where is it?

 

Bumper

mounted in the exhaust system.  second one in line is downstream. On a 2000-2004 obw the downstream o-2 is near the end of the transmission not sure on a 09. You can't miss them they are the only thing screwed into exhaust system. The one closest to the motor is the upstream 0-2 , its usualy the more expensive of the two.

In the 07 and 08, the cat is very close to the header and in the front. I believe the 09 is the same.

You can see it from the hood area. just follow the connectors, one orange(to front) and one gray. They are held in place by a pop it to a small bracket.

A  22mm wrench is needed to remove. You may have to move some of the plastic underfairing to get to it.

 

O.

Downstream is after the Cat, hence downstream. Upstream are between the cat(s) and the engine. The Downstream sensor can be non-OE.