There seems to be a few papers around with Erdős written as Erdös. For example:


MR0987571 (90h:11090) Alladi, K.; Erdös, P.; Vaaler, J. D. Multiplicative functions and small divisors. II. J. Number Theory 31 (1989), no. 2, 183--190. (Reviewer: Friedrich Roesler) 11N37



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> Would it be incorrect to cite such papers using Erdős instead?
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If Erdős is published as Erdös in a paper, which do I cite?
We cite papers to show our respect to the authors and to help our readers find stuff. For the second purpose, I suspect most people would just type in names without diacritical marks, and most search facilities would find what you're looking for based on the letters alone, so it doesn't really matter. But for the first purpose, I think you should spell the name the way its owner would want it spelled, regardless of what some journal may have done. 


