I upgraded to Joomla 3.5.0 and now I get error 500 when trying to open HTML Sitemap. I am using JSitemap PRO 3.9.

JSitemap 3.9 has already been tested since several months and it's compatible with the latest Joomla 3.5
So the problem could be due to some other factors or third party data sources. Enable the error reporting in Joomla global config and the debug option in JSitemap config, so you should be able to get error details instead of the generic error 500.
Then post here error details.

I got the following error message when opening the sitemap:

Fatal error: Call to a member function setState() on a non-object in /home/haripena/public_html/modules/mod_related_items/helper.php on line 44

I disabled the module Related Items and the problem was fixed.

I suppose that there is a conflict between the new version of the Related Items Module and JSitemap. As a temporary workaround, I replaced the file helper.php with the one from the previous Joomla version. Everything is working well so far.

Thanks, you right but we did some investigations and the error results in a bug of Joomla 3.5 in the mod_related_items

Indeed the error happens for every extension and every component other that the native Joomla content component.
They changed the code of the helper.php of the module Related items, and now if the module is published on some page linked to any other component that is not the com_content the Fatal Error is thrown.

This should be reported to the Joomla team.

Somebody already reported it today: http://forum.joomla.org/viewtopic.php?f=710&t=913801

Thank you