Am I right in thiking its normally 9 innings? Do they have extra if they are tied after 9?
Yup, they keep playing until the tie is broken. Also, each team gets a chance to bat in each extra inning, so if a team scores in the top of the 10th inning, the game doesn't end (i.e. its not "sudden death") until the other team has a chance to try to re-tie or win.
The damnedest game I ever saw was a July 4th game between the Braves and the Mets. It was raining off and on, so there were periodic delays in the game from the rain, but they were determined to get the game in. The game was tied after 9 innings, so even with an extra two hours (due to rain), it pressed on into the night. Nobody scored in innings 10 through 16. Finally, the Mets scored a run in the top of the 17th (at like 3am). The first two Braves batters did nothing in the bottom of the 17th, leaving the relief pitcher to bat with two outs in the inning. Now relief pitchers don't bat much, and I think he had a total of 20 or 30 at bats in the previous few years, so you don't really expect him to be able to do anything much in that situation. So naturally he hits a home run and we head to the top of the 18th. Possibly because he was so excited about the big game-tying home run, that same pitcher gave up a cluster of runs in the 18th, and the game finally ended at like 4am (on the 5th of July). They had planned fireworks after the game, and they still shot them off...
Note also about the bizarre 18-inning sort of game: in baseball you sometimes swap in other players during the course of the game - particularly pitchers. But once you take a player out, they can't come back in. You only have a limited roster of players, so by the 18th inning, things are getting critical. I've seen teams go into games that go more than about 14 innings with two pitchers on the field, one right-handed and one left-handed, and the two swap back and forth between pitching and playing right field as needed.