Yes!
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The legendary Pokemon are: Dialga, Giratina, Rotom, Cresselia, Uxie, Mesprite, Azelf, and Regigas.
Im afraid you cant without cheats or hacks :( no legendary Pokemon is breedable.
Latios, Latias, Cresselia, Tornadus, Thunderus, Landorus, Heatran
If Cresselia faints [same as any legendary pokemon] you cannot catch it ever unless you save before the battle and restart if you make a mistake.
you do not!