I found a shiny "O" unown when I was trying to get one of every letter. Why was I doing that? Because! Thats why!
I also encountered a shiny version of that legendary lava pokemon at the very end of the game in Diamond/Pearl (I didn't realise it was shiny whilst I was fighting it), I had forgotten to bring a masterball though so I had to knock its health all the way down, put it to sleep, and try to use my other balls to catch it. Like 86 pokeballs of varying levels later I was completly out and decided to just reload my save, go buy a masterball, and try again.
Then when I went back to fight him again he was a different color and I suddenly realised my misfortune. Stupid legendary pokemon.