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Legendary Pokemon requires a lot of money, time and patience. Thinking about their types can help.

A water type legendary like Suicune or Palkia can be caught with a net ball.

A dark type like Darkrai or Giratina can be caught with a dusk ball regardless of whether they were in a cave or not.

On your first move when running into a legendary, try a quick ball. No weakening it whatsoever. If you use a pokemon that prevents the Pokemon from running, there's another handy tip.

Most of the time, a master ball is the only thing that works though, but you don't always need one.

Cobalion and his two companions you'd think you'd have to catch via Master ball, but no, you don't.

One is a ground/fight, another is a grass/fight, and finally, you have a steel/fight. Then you've got the regi-trio. I have not once been able to capture these three, and yet, they are available.

Regice = Ice + rock
Regirock = rock
Registeel = Steel + rock

If you get all three of these, then you can get the regilord hidden within twist mountain.

Do you get what I am trying to say?