Entei & Raikou: Roam around Johto after you find them in the Burnt tower. (Use Pokegear map)
Suicune: Will be in various locations in Johto when met in the Burnt Tower and will move to Kanto after the Elite Four is beaten. Last location will be the outside of Bill's house.
Ho-oh: On HeartGold, use the rainbow wing to make Ho-oh appear on the Tin Tower. On SoulSilver, you will recieve the rainbow wing from a man in Kanto and use it to make Ho-oh appear on the Tin Tower.
Lugia: On Soul Silver, use the silver wing to make Lugia appear in Whirlpool Islands. On HeartGold, you will recieve the silver wing from a man in Kanto and use it to make Lugia appear in Whirlpool Islands.
Mewtwo: After you beat the Elite Four, go to Cerulean city in the Kanto region and enter the cave. Mewtwo will be there.
Latios & Latias: Once you get to Vermillion city in Kanto, a man will say that Latios or Latias (Depending on the game) will start appearing. (Use Pokegear map)
Kyogre: On SoulSilver, you will need to trade it from HeartGold. On HeartGold, after you beat the Elite Four, Professer Elm will give you a Blue Orb. Bring it to the Hidden Tower and Kyogre will appear.
Groudon: On HeartGold, you will need to trade it from SoulSilver. On SoulSilver, after you beat the Elite Four Professer Elm will give you the Red Orb. Bring it to the Hidden Tower and Groudon will appear.
Rayquaza: Bring both Kyogre and Groudon to Professer Elm and he will give you the jade orb. Take the orb to the Hidden Tower to make Rayquaza appear.
Moltress: In Mt. Silver.
Zapdos: Outside the power plant on route 10 in the Kanto region.