in canalave city, go to sailor eldritch's house post hall of fame. his son is sick and he needs the lunar wing to make him better. he takes you there where you will meet cresselia. it runs off and leaves the lunar wing. sadly you have to relinquish the lunar wing now because the sailor needs it. now cresselia is flying around sinnoh like mesprit, awaiting capture.
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not much all that happens is cressilia becomes a running Pokemon
After getting the Lunar Wing in Pokemon Diamond, Pearl or Platinum you can take it to Canalave City. In Canalave city is a NPC called Eldritch who is the same one who took you to Fullmoon Island. Giving Eldritch the Lunar Wing will wake his son from his nightmares.
Get your National Pokedex and talk to the sailor in Canalave City. He'll ask you to sail to Fullmoon Island for a Lunar Wing to cure his son, put to sleep by Darkrai.
you do not need the action replay code. lunar wing has no use but to cure the sailor's son. It only works after full moon island is unlocked, so getting it before would be pointless as you cannot sell it, and spoils your chance to meet creselia
It relates to the ghost in pokemon white 2/black 2 where she haunts the strange house and in it is the lunar wing and then cresselia will appear on Marvelous bridge if you have the lunar wing.