I've done it in Red, Gold, Sapphire, LeafGreen (Kanto Dex--haven't completed the National Dex because I didn't attend events in gen 3 and I don't know anyone in real life who did), Diamond (National), and X (National). I guess that leaves B/W/B2/W2 as the only games where I haven't completed my Pokedex. (I may have completed the regional dex on those, though--I don't really remember at this point.)
It's much easier to complete Pokedexes now, with the existence of online trading. My first and most satisfying Pokedex completion was Gold. I'm currently trying to breed 5 IV versions of every evolutionary line in X to make something of a living competitive dex, but I doubt I'll complete that anytime soon.