Yes, you can save the game before you catch it. but if you already saved it and the legendary is gone, then you can't catch it.
if it is a Pokemon ranger game then you can catch it again
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you have to get more then 45 gym to catch legendary Pokemon! deoxys is a legendary Pokemon
defeat all gyms,elite 4 and champion of that region to catch legendary pokemon
to catch zapdos in pokemon black you have to have every legendary pokemon
You can't catch shiny legendary Pokemon without cheats... sorry
Moltres is a legendary pokemon all legendary pokemon are harder to capture.