This is a list in which I found which things are Region Locked (What do you mean by region locked in case I got this wrong)
Kanto: Red, Blue, Green, Firered, Leafgreen, First season of the anime.
Johto: seasons 3,4, and 5.*
Hoenn: Ruby, Sapphire, Emerald, Seasons 6,7,8 (and I think 9)
Sinnoh: Diamond, Pearl, Platinum, Seasons 10,11,12,13
Unova: BW/BW2, Seasons 14,15, 16 (possible 17)
As for the side games: Mystery dungeon series does not have a set region. Pokemon Ranger: Fiore, Pokemon Ranger 2 shadows of almia is in Almia. Pokemon ranger guardian signs: Oblivia. As for Pokemon Colosseum: Orre. XD gale of darkness is set in: Orre
Every other game is either not in a specified region or not noticed.
*The Johto games allow you to go to kanto Post-storyline meaning it is not region locked.