There are many ledendary pokemon, but you can catch almost all of them!
Lugia and Ho-Oh
To get Lugia you go to Sea Mauville, go under water, at the bottom of the northern (right-hand) staircase—approximately one tile away from the north (right) railing and three tiles beyond the end of the stairs—after catching or defeating Groudon or Kyogre. There should be a scanner,after you have the scanner go to the captain of the ship, talk to him, then he will give you a bell. After go back to sea Mauville, and in omega go to the craane, if in Sapphire go under water to the deepest part then go through the ring.
Raikou, Entei, and Suicune
Once you caught Lugia and/or Ho-Oh,put one in your team, then go on Latios/latias and search for a new mysterious island, there you can catch Raikou, Entei, and Suicune.
Fly to Lavaridge Town and head east to reach the desert area of route 11. On the south quadrant of the desert area, you will notice a cave in which you can enter. You will notice a braille wall; go up to the wall and interact with it(that sounds very weird now that I type it), from your spot move twice to the right and twice down. After use strength, once you used strength a tunnel should appear and go in.
Fly to Dewford Town and Surf north on Route 105 until you find the Island Cave. Go in, then go up to the wall and interact with it(that sounds very weird now that I type it again). After you interact with the wall wait for two minutes, WITHOUT EXITING THE ROOM! Once you did that go in the tunnel and good luck.