You can get a Cyndaquil without trading only by transfering it from a GBA Pokemon Game onto your Pokemon Diamond Version.
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In Diamond & Pearl? Impossible without migrating, trading, or Action Replaying.
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You can use a Cyndaquil as a starter Pokemon in heart gold, soul silver, gold, silver, crystal and diamond pearl platinum.
The only other way to catch it is to cheat.
By trading the other starters with other players of Diamond or Pearl.