Unown.
No really, Unown. The only thing that bars it from being legendary is its pitiful stats and its inability to learn anything but Hidden Power. Hardly anything is known about them, you unlock them through puzzles, they have reality warper status when used together, and entire ruins are dedicated to them. If they didn't have worthless stats and learned something other than Hidden Power they would qualify as legendaries easily. Heck they're even in the rare catagory of the Fr/Lg Pokedex, which is only reserved for legendary Pokemon like Mewtwo and Deoxys.
Aside from Unown, Vulcarona, Flygon, Arcanine and Ninetales may also qualify. Vulcarona was revered in ancient times and was even used as a replacement for the sun, Flygon is nicknamed the desert spirit and is thought to be an elemental, Arcanine was so majestic people were compelled to bow before it and Ninetales is long lived, can curse people, is very intelligent and even is rumored to be able to take over a person's body. Alternately Bronzong and Spiritomb qualify too, as Bronzong was petitioned to bring rainfall and Spiritomb was created from 108 spirits and sealed in a cracked keystone.