As a rule, most children should develop all of their sounds by the age of 8 years. A child's articulation would be considered delayed when he has not learned how to produce a sound one year after the age that most students obtain the sound.
There are many charts that list developmental norms and no two are alike. But here are the norms I like to follow in a school setting:
By Kindergarten: p, b, m, t, d, n, f, y
By First Grade: l, sh,ch, j, th, l vowels, l blends
By Second Grade, s, z, s blends
By Third Grade: r, r vowels, r blends