After you defeat/catch Dialga(Palkia)go to any of the 3 lakes (Snowpoint, Twinleaf or place with hotels) use surf, travel into middle, one is Mespirit (runs off, Rowan comes) another is Uxie (intelligent so really hard to catch) and Azelf (what i think as the easiest one to catch)
also, when and if you find cresselia, it'll run off like mespirit.
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You can't, you will need to trade them from Pokemon Diamond, Pearl or Platinum.
You will need to catch the three lake lengendary pokemon. (Mesprit, Uxie, Azelf).
you can go back and catch: -azelf -Uxie -Mesprit and also a SECOND -Palkia and a SECOND -Dialga
Darkrai has the catch rate of maybe the lake pokemon( Azelf, Uxie, and Mesprit) seperate.
A Pokemon's catch rate can range from 3 (hardest to catch) to 255 (easiest to catch). Hardest to catch (catch rate = 3): - Uxie - Mesprit - Azelf - Heatran - Regigigas - Giratina - Cresselia - Manaphy - Darkrai - Arceus Easier to catch (catch rate = 30): - Dialga (& Palkia) Easiest Sinnoh legendary to catch (catch rate = 45): - Shaymin