In pokemon Gold, Silver, ruby, sapphire, leaf green, Fire red, Emerald and XD, you would have to trade from other pokemon versions.

In crystal version, you can find Celebi in the Ilex forest. But in order to capture it, you would need a GS ball.

In colosseum, you need to purify all shadow pokemon you have.

In diamond, Pearl, Platinum, Heart Gold and Soul Silver, you need to go to Pal park’s forest.