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Trading, Migrating, Catching the legit legendary Pokemon in pearl, etc.
you can't
Dialga
Not without Gameshark cheats. The Legendary Birds (Zaptos, Moltres and Articuno) are only avaivable on Blue/Red/Yellow version, or some newer versions.
no
A fleeing legendary pokemon
legendary Pokemon don't evolve into/from anything. Without GameShark,no Pokemon can evolve into a legendary.
You can't without an action replay
You can never get an legendary egg without a ditto. And then it might not work.
Six without trading.
---- Yes, there are pokemon catchable without action replay such as articuno, zapdos, moltres (leafgreen version), entei and suicune and raikou (leafgreen & firered version) and much more. ---- However, there are event pokemon, but probably do not use action replay. These pokemon might range from shaymin to arceus, but sometimes you can cheat for them, which is not guaranteed.
You cannot have a legendary egg. Legendary Pokemon cannot breed. The only way to get one is to cheat.