You can get azurill in pokemon diamond and pearl by either breeding azumarill (or marill) or capturing it in the safari zone. :]
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you do not find dialga in Pokemon pearl
After you beat the Pokemon league, go to the Pokemon mansion and keep talking to the man. After a week azurill will appear. :D
You can find it in the safari game or if you use surf and swim around in the water but it is not that usual to find it swimming.
You can find Aron only in Diamond.
Well, you can't find Smoochum in Pokemon Pearl unless you transfer it from a GBA game. Sorry.