Mine was in Leaf Green.
In the wild jungles of Africa The Safari Zone, I was hunting for a Wild Kangaskhan. This was a couple years ago, about 10 years after I started to play the games. Running through zone 2, I notice a Nidoran Male. At first, I though the screen was blurred or something, but the sparkles confirmed that it was, indeed, a shiny.
Unfortunately, being in the Safari Zone, I knew that the little guy could turn at any moment, making me lose the opputunity I'd been waiting for. I'd rate the intensity of trying to catch a legendary with my underleved pokemon. After what seemed like ages, I managed to catch the thing. Boxed, trained, and shipped over to HG, my Shiny Nidorino is one of my more prized pokes.