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I'm surprised not a lot of people have caught a Shiny Legend in the Game Boy series.
Well I have caught a Shiny Lugia and a Shiny Entai. Sadly, the Entai was on my corrupted Silver version. ):
My second time through pokemon ruby I encountered a shiny Groudon. ^^ I was so confused by it cause it was unexpected. It didn't even really register until after I caught it.
Edit: I just realized this is a metal generation thread. Hope this isn't out of place. o.o Sorry if it is, I'm still a newbie here. :D
I've used a cheating device to catch a shiny Legendary because I don't have time to soft rest 60+ times just to get a shiny legendary that will probably have a bad nature