You can get Keldeo from a special event. It's by using the Mystery Gift.
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Keldeo is event-only pokemon. This means that Nintendo will distribute Keldeo for players to catch. The only other way is to cheat with Action replay, gameshark etc.
Keldeo is a Water and Fighting type pokemon.
You go on liberty island. But first you need the liberty pass event ^that's for victini... -_- for keldeo you will need to keep your eyes out for an event that gives you a keldeo.
In Pokémon Black and Pokémon White, you will need to take Keldeo, Cobalion, Terrakion and Virizion with you to the Moor of Icirus. Once you're there, a cutscene will happen that will involve the teaching of Secret Sword to Keldeo.
Yes, Keldeo is a legendary Pokemon.