You might be thinking of:
* Pokémon Mystery Dungeon: Red Rescue Team (and its sequel, Blue Rescue Team): This game is a dungeon crawler where you play as a Pokémon who's a member of a rescue team. There are many different Pokémon available to be your partner, and the roster varies slightly between the two games.
* Pokémon Mystery Dungeon: Explorers of Sky (and its predecessors, Explorers of Time and Explorers of Darkness): These games follow the same basic concept as the Red/Blue Rescue Team games but feature a more expansive story and gameplay. There are many more Pokémon available to be your partner in these games.
Could you please clarify which game you're asking about? Once you tell me which game you're interested in, I can tell you what Pokémon live in that world.