Early Game:
* Dialga: Found at Spear Pillar after defeating Cyrus and his team.
* Palkia: Found at Spear Pillar after defeating Cyrus and his team.
* Giratina (Origin Form): After defeating Cyrus and obtaining the Azure Flute, head to the Distortion World (accessed through Turnback Cave). You'll find Giratina there.
Mid-Game:
* Uxie: Found on the lake in the Valley Windworks (north of the Valley Windworks).
* Mesprit: Found on the lake in the Valley Windworks (north of the Valley Windworks).
* Azelf: Found on the lake in the Valley Windworks (north of the Valley Windworks).
Post-Game:
* Heatran: Found in Stark Mountain after defeating the Elite Four and becoming the Champion.
* Cresselia: Found in the Fullmoon Island, located west of Snowpoint City. You'll need to unlock the island with the Lunar Wing.
* Regigigas: Found in the Snowpoint Temple. You'll need to unlock the temple by aligning the three Registeel, Regirock, and Regice statues found throughout Sinnoh.
* Shaymin (Land Forme): Found at the Flower Paradise in the west of the region, after obtaining the Graceful Ribbon.
* Darkrai: Obtained by talking to a man in Newmoon Island. You'll need to have obtained the Azure Flute first.
* Arceus: Found in the Hall of Origin, accessible from the Distortion World after defeating Giratina. You'll need to obtain the Azure Flute and the Adamant Orb (found in the same place as the flute).
* Manaphy: Found on the island to the north of Hearthome City (accessible with a certain item).
Special Encounters:
* Rotom: Found in the Old Chateau. You'll have to use a special device to capture it.
* Phione: Obtainable from a certain event.
Tips:
* Event Pokémon: Some Legendary Pokémon, like Phione, were only available through special events. These events are no longer active.
* Trade Evolution: You can obtain some Legendaries, like Regigigas, through a special trade evolution.
* The Distortion World: Keep in mind that the Distortion World, where you find Giratina and Arceus, is accessible only after you've defeated Cyrus.
Good luck with your Legendary hunt!