only in safari area :D
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You get Bagon by breeding a Shelgon which can be caught in the Safari Zone Wetland Area after 3 months pass and placing rocks in the area.
Bagon is a Dragon type pokemon.
You can find bagon in white forest
To get a Shedinja in Pokemon Heart Gold you must trade it from either Pokemon Ruby, Sapphire or Emerald. Jacko25
Of course