I have never managed and get more than max 0.45amp from the L7805 volt regulator.
Today I tested with heatsink and I found that it performs just as well without heatsink.
Here is my setup where you can see most of what you need to give me an answer. The wires I use are soldered to the L7805 and I use 22 gauge wires.
Can someone explain to me how i can get this to take around 1 amp load with 9V in and 5V out?
Do i have to use an engine block as heatsink?
Well that's 4W of device dissipation - the engine block might help.
It also needs a solid physical bond of the wires to the device terminals.
But how it is even possible to draw around 1amp from L7805? I think Data sheet says 1 amp.?
Its also strange that i not could draw more amps with heatsink than without...
Do i have to use an engine block as heatsink?
Yes! That's the trick! Plus a block of ice and a fan to keep the engine block cool! (Although over the long term, the important thing is actually surface area, not thermal mass.)
...Your heatsink is very small so it's not doing much.
It's been awhile since I've done heatsink calculations but you can research it. it's something like Ohm's Law (with thermal resistance/conductivity). You need the specs for the heatsink and you have to consider ambient temperature. (A fan keeps the ambient air near the heatsink from increasing.)
Power dissipation is easy to calculate (4V x 1A = 4W).
I think Data sheet says 1 amp.?
True, but power/heat is usually the limiting factor.
I see.
Then i can trash them in the bin and use a mini360 buck converter for my projects instead. Almost same size, does not get hot, can take 2 amp load (at least) and are adjustable. The price is a little higher, but for my home projects its not a big deal. You can get 20pcs mini 360 from AliExpress for 7 dollar.
For the most of my home projects i maybe could used L7805, but i i think mini360 or a little buck converter is a better choice.
Thanks for answer btw 
The 7805 needs a 0μ33 capacitor at the input and 0μ1 at the output, connected as close to the terminals as possible, with the other end to ground. I don't know if that's the cause of your problem but I believe in fixing whatever is obviously wrong before looking for something else.
The heatsink you have is too small to do anything much. How hot does the 7805 get? Can you put your finger on it without it hurting? While semiconductors can operate at temperatures too hot for humans to touch doing so shortens their life. My rule of thumb is if it's too hot to touch then it's too hot. Remember that the semiconductor itself is inside the package and will be hotter then the temperature of the package.
I think some 7805 data sheets recommend using capacitors to prevent some types of oscillations that may cause heating issues.
"But how it is even possible to draw around 1amp from L7805? I think Data sheet says 1 amp.?"
"Output current up to 1.5 A". How is a matter of application, know-how.
I can try with capasitors soon and check
I can touch it, but yes, its hot.
I tried with capacitors now, and that did'nt help at all. I have decided to use this instead. Almost same size, can take 2.5amp load, does not get wery hot and does not cost wery much.
Sorry for upside down pictures.
Thanks for the update. The buck converter is a much better choice for most purposes.
Yes, i think so too
The bare L7805 has a thermal impedance of 50C/W, so will get extremely hot with only 1W of dissipation, which is 250mA at 9V in...
You heatsink is perhaps lowering the thermal impedance a bit, perhaps to 30C/W.
A decent heatsink might have got you to 10C/W, thus 1A would produce a temp rise of about 40C and it
wouldn't have shut-down.
9V in and 5V out means the linear regulator is 55% efficient at best
This is why switch-mode converters are very commonplace these days - no big heatsinks as the efficiency
is around 85 to 95% for most of them.
Agreed.
L7805 is for me just an pretty avfull voltage regulator. I have reed that linear regulators is better for use in audio/radio circuits regards to noise, but other than that i will say a buck converter winns hands down, with good margin.