I just tried out Pokemon Colloseum, and it is impossible. Early on in the game on Mt. Battle, you will battle against Cipher Admin Dakim, and one of his Pokémon is a Shadow Entei. Shadow Entei defeats the sole purpose of Shadow Pokémon. It is uncatchable, breaking free out of every ball you throw at it. Only a Master Ball can successfully snag this Shadow Pokémon. It's like the game encourages you to use a cheating device!