in the desert on Pokemon emerald,sapphire,and ruby EASY
as said in the entei movie, the unown were in the ruins of alph and they were used to create entei. and if you have the mystery dungen explaoers of darkness you can use them to get rigsteel, rigrock. andrig ice
Ash never Catches a legendary Pokemon no body does unless the regi's are legendary because the battle pyramid guy has all 3 Reggi's (rigrock registeel and regice) he has pikachu,gliscore,staravia