Pokémon HeartGold and SoulSilver/Legendary Pokémon

Ho-oh, Lugia, Moltres (Mt. Silver), Articuno, Zapdos, Mewtwo, Entei, Raikou, Suicune, Kyogre, Groudon, Rayquaza (Found in the Embedded Tower; Latias and Latios required for two of the three [Latias for Kyogre, Latios for Groudon, both for Rayquaza; Must beat Red first], trading is required for the Eon not in your game [Latios in HeartGold, Latias in SoulSilver], also requires Red Orb for Latias, Blue Orb for Latios and Jade Orb for Rayquaza)

Through Special Events
Mew, Celebi