Cloning glitches are glitches in the Pokémon games that enables a player to make an exact copy or "clone" of a Pokémon. While a cloning glitch has been present in at least one game of each generation so far (except Generation V), the methods to achieve it vary from game to game. Most of these methods involve exploiting the relatively long save times of the Pokémon games to interrupt the saving process when only a portion of data have been saved successfully. Like most glitches, there are negative side effects, such as the potential loss of the Pokémon to be cloned or even corruption of the saved data.
If you're trying to do it in Gen V you're out of luck but in Gen IV you have some but it also comes with drawbacks.
Source: Bulbapedia (look there to find how to do it in Gen IV)