You can't catch 'em all in any of the games without using events if I recall correctly.
Gen 1 - Mew (Nintendo Event)
Gen 2 - Celebi (Nintendo Power Special Promo & The Japanese Pokémon Mobile System GB)
Gen 3 - Jirachi (Pokémon Colosseum Bonus Disc) & Deoxys (Aurora Ticket E-Card)
Gen 4 - Manaphy (Transfer Egg from Pokemon Ranger), Darkrai (Member Card from Nintendo Events), Shaymin (Oak's Letter from Nintendo events) & Arceus (Azure Flute - not legitimately obtainable)
Gen 5 - Victini - (Liberty Pass from Nintendo events), Keldeo, Meloetta & Genesect (Giveaways)
(Theres also other ways to obtain Previous Gen Pokemon via Events/Giveaways on the other games.)
@nevereveragainu - There's also 151 Pokemon in Gen 1. Mew often gets looked over as it's the only one you can't get through the wild or trading.