Mew has an Interesting Lore.

[Palamon]

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.

 

[Sheep]

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.

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