Any harm Using PC3-8500 (1333) for iMac (21.5-inch, Mid 2009) instead of PC3-8500 (1066) ?

As @babowa mentions I would not risk it especially since Crucial does not list 1333MHz memory for the 2009 iMac. If a computer can accept the faster RAM speed, then Crucial would list it (I have seen this with some Macs). The issue isn't necessarily the speed, but the secondary timings which tend to be slower on the faster memory.

Macs are very picky about the memory used so stick to whatever memory Crucial or OWC suggests for your computer.

Personally, I would stick with the exact specs of the RAM; so any other spec would be your decision, especially if that other module came from a PC and/or wasn't made for a Mac.

If good Mac RAM, 1333 will usually step down to 1066 if needed.