It's a moment from Diamond rather than HG/SS but the Pokemon in question is now on HG so it's just about relevant...
Anyway I was finishing off my Sinnoh Pokedex so I could get the National Dex and start trading all my Pokes across through Pal Park, and I realised I didn't have Uxie. So I went to catch him, forgot to save before fighting him, and... Shiny. My first ever Shiny.
So, having nearly wet myself with glee, I proceeded to take him on - with Infernape, for some reason. First attack to take his health down was Flamethrower. WHICH BURNED HIM.
So now having wet myself with utter horror I proceeded to fling a Dusk Ball at him, the only chance I'd get before the Burn finished Shiny Uxie off. And whaddaya know... first ball caught him.
The amount of luck I used in those 5 minutes definitely made me go WTF.