I have one that I caught myself - a shiny Zigzagoon I got while I was EVing in Sapphire. Suffice to say, I'm never taking it out of my team, ever. It's actually awesome to have a shiny I can use as a HM slave. Plus it picks up rare candies (I have 17 in my bag, all legit that shiny Ziggy picked up).
I got a shiny Metagross and a shiny Surskit off the D/P online trading thing, but I don't know how legit they are. Still cool, though.