Mew has an Interesting Lore.

What Pokemon do you think have an interesting lore/story? I find the story behind Vulpix especially fascinating. It being born with only 1 tail that splits into six is cool.

I wish the lore for Vulpix was actually true beyond text, and you could watch its tails grow in number as it grows/levels up. Sadly in both the anime and games it hatches with all six tails already there. (Though in the manga, we apparently did see a one-tailed Vulpix!) Would've been super interesting to have it change over time.

Anyways, the obviously cool and well-known Ho-Oh + the Legendary Beasts lore for me. Best background for a Pokémon we've received, and Ecruteak will remain my favorite city/town because of that lore.

Also think it's really cool how the mushroom on Parasect's back can take control of it. RB entry:

A host-parasite pair in which the parasite mushroom has taken over the host bug. Prefers damp places.

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Really interesting and creepy, especially when you see images like these from official Mystery Dungeon games: