Loose cogs in cassette
 

I couldn't figure out what the noise was coming from the back end when going over bumpy terrain until I cleaned the chain recently and noticed that the cogs in the cassette were loose and able to move forward/back a bit and that was the cause of the noise. I'm not having any trouble riding or shifting so I don't think the whole cassette is about to fall off, it is the individual cogs that are a bit loose.

How do I fix this?

Tighten the lock ring.
IF this is a 10 speed cassette, was the 1mm spacer installed first?

Replace the cassette, freehub, or both.

Edit: Tighten lockring is probably correct. I guess it depends on what you mean by moving forward and back...

You start by supplying more information. What wheels do you have? What cassette? You are probably in need of a spacer behind the cassette, but exactly what you need depends on what you have.

9-speed Shimano Alivio (2012 KHS Tempe 29er, ~2,000kms)

The cassette has not had any maintenance on it before so it is not as if anything was not put back that was taken off.

Individual cogs rotating freely relatively to the others but not complete rotations, just a bit (maybe the equivalent of 1/2 cog-to-cog distance or maybe even less).

Edit, now that I think of it, much less, about the width of the flat part of a tooth.

There's always some forward/back play between the sprockets and freehub body. Normally this isn't any kind of issue since the ratchet mechanism ensures that the chain can only pull a sprocket forward. As you ride, all the sprockets will pull to the forward most position and stay there.

But since you have free movement, then either the lockring is loose, or if the ring is tight, the cassette is narrower than the freehub body, and the lockring is bottoming before compressing the cassette. Like with forks and threadless headsets, the cassette MUST overhang the face of the freehub body so the lockring is bearing it rather than bottoming on the body. The remedy is simple, add a spacer behind sufficient to bring the cassette out so it overhang by 1mm or so.

I think I need a special tool for the lockring right? If so, since I don't have one, I'll take it to the shop, I have other stuff I have to get them to do on another bike.

Yes, the lockring uses a splined tool that looks like a freewheel remover. If you bought from them the shop should tighten the ring for free. Otherwise a lockring tool may be close to whatever they charge for the job. Either way, I think that everyone who owns a bike and rides more than 5 weekends a year should own a lockring tool.

Note, that removing a lockring to remove the cassette also requires a second tool to hold the cassette/freehub from turning backward. The most common of these is a chain whip tool (chain on a stick).

Although you don't need the chain whip to TIGHTEN the lock ring. Only to remove.

The larger seven rings should be held together permanently with three rivets. The smallest two rings are loose, and stacked on top of the seven rings, sometimes with spacers, and sometimes the spacers are built onto the rings.

If the lower seven rings can be rotated slightly independently of each other, that's a sign that the rivets are coming loose, or the freehub bearings need to be serviced (or worst case, the wheel hub is shot). The freehub (part of the wheelhub holds the cassette, and the rings in place. Some cassettes come with nine loose rings, plus the spacers, nothing is riveted together. I've been told that loose rings do not necessarily hurt anything (I think it can lead to accelerated freehub body wear). But, I recently tossed a used cassette with loose rings that was on a set of wheels that I bought (turns out the wheel hubs had worn-out cones as well from lack of maintenance/lubrication).

I haven't bought new tools in a while since they are lifetime use. A cassette removal tool for Shimano should not cost more than $10-$15. A chain whip will cost you another $15-$20.

If I were you, I'd buy the tools, remove, clean, and inspect the cassette for damage and wear, then reinstall the cassette (or replacement) using the proper tools. It's a two minute job. If the freehub needs service or the wheel freehub is loose, then the wheel is probably needing replacement, you should get a 2nd opinion from the LBS before spending money on a replacement wheel.

Loose cassette cogs may damage the freehub splines, especially if the hub is aluminum. It is important to make sure the cassette is tight.

the rivets or long pins that hold all but the smallest sprockets together aren't structural. They're simply for the convenience of bicycle companies. The cassette maker can assemble cassettes by machine which is much cheaper in the long run than having humans hand load each cassette onto a built wheel at the bicycle company's assembly line.

As for the freehub, loose individual sprockets have nothing to do with freehub internals. They're simply, and only the result of a loose lockring, or one which cannot be tightened because the cassette stack is narrower than the freehub body.

There is an exception to this but it's rare. Once in a while the back shoulder on the freehub body fractures away, making for a loose cassette which cannot be tightened. This would be something to consider if a cassette that had been OK, became loose, and couldn't be corrected by tightening the lockring. The issue is far more common on aluminum freehub bodies than on steel ones.