Here is some information on how to catch Dialga, Palkia, Shaymin and Darkrai without using the cheats in Pokémon Diamond or Pearl.
Steps
Method 1 of 6: Capturing Dialga
Step 1. In Pokémon Diamond, visit your rival in Lake Acuity, then obtain the key from the member of Team Galaxy who is near the satellite dish of Rupepolis
Enter the criminal headquarters, free the Pokémon in the lab, defeat Cyrus, and you'll find Dialga.
Step 2. If you have the Pearl version, you can only get Dialga through an exchange with a friend or by using a code for Action Replay
Method 2 of 6: Capturing Palkia
Step 1. Using the Pearl version, follow the same steps mentioned in the previous method to catch Dialga and in its place you will find Palkia
Method 3 of 6: Capturing Shaymin
You must have attended a Pokémon convention to obtain this monster in a "legitimate" way.
Step 1. To catch Shaymin before completing the National Pokédex, go to Victory Street and find an exit leading to the right
Follow the path until you find Shaymin.
Step 2. To catch Shaymin after completing the National Pokédex, show the device to Prof
Oak, which will give you the option to catch a Pokémon from three options; one of them is Shaymin.
Method 4 of 6: Capturing Darkrai
You must have attended a Pokémon convention to obtain this monster in a "legitimate" way.
Step 1. Once the National Pokédex is complete, go to Canalave City, talk to the sailor's wife and son, go to the island with the sailor and get the feather
At this point, move up until you find a building with the Harbor Inn sign. Open the door and sleep in the bed. The battle with Darkrai will begin.
Method 5 of 6: Capturing Heatran
You must have the National Pokédex to get this monster.
Step 1. During your first visit to the island with the Battle, Survival and Resort zones, you can take a ship to Snowpoint City
Once you get off the boat, proceed upwards; you will reach Monte Hostile.
Step 2. Look for a boy named Chicco, face him in battle, then head straight north until you see a cave
Step 3. Save the game
Step 4. Go through the maze and let Chicco take the Magmapstone
Step 5. Return to the Survival area and enter the house closest to Route 225
Step 6. Talk to Chicco and he will put the stone back in place
Go back to where you found it and you will see Heatran waiting for you.
Method 6 of 6: Get Eevee through Playback
Step 1. Get Eevee from Bebe
Step 2. Have it evolve into one of its seven evolutions
Step 3. Capture a Ditto on Route 212
Step 4. Take Ditto and your evolved Eevees to Phlemminia's guesthouse and walk past the building until you see the owner come out (the signal that an egg has hatched)
Alternatively, you can use the Poképad's Board app to check the playback status; when you see an egg icon between two Pokémon, go and retrieve it and walk until it hatches.
