My most outrageous find on the GTS...either was my legit Japanese Shiny Mew for a Cherubi, or my legit Shiny Ho-oh for a Jirachi. Or it might be the several Celebi, Mew, and Jirachi I get everyday...I have a bunch of others, but I can't remember right now. x_x
And I personally use legendaries as "HM Slaves". I'm, at the moment, alternating between a Shiny Latias and a Shiny Ho-oh for HM moves, with Suicune covering the rest of the HM moves.
There's two very good reasons to give HM moves to legendaries:
1) By normal standards, you wouldn't use most legendaries in battles under standard rules.
2) There's always Heart Scales, and you don't have to worry about egg moves with legendaries. Only special Event legendaries have moves that should never be replaced. Otherwise, go ahead and teach HM moves over the other moves, and just reteach the lost moves later, if you want.