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First shiny in 4th gen was a Buneary in Pearl. Not long after, Ponyta. Both obtained while traveling through (i.e., no chaining involved) I've seen none since, not that I'm looking especially hard for them.
(Diamond Version)
I remember it like it was yesterday.
My first shiny was Piplup, I was trying to breed Piplup with a couple of egg moves and it happened to hatch as a shiny.
Wow..
After finally knowing the location of where Gligar was found in Pearl, I went to go chain one and after my 2nd one I ran into a shiny one and caught it =)
not counting the red gyarados, I once caught a blue trapinch. It was there, i was just saving it and then...the batteries on my game boy ran out (what the hell, people) :'-(