In Pokémon HeartGold and SoulSilver, after entering the Hall of Fame, when the player attempts to board the S.S. Aqua for the first time, Professor Oak will appear and upgrade the player's Pokédex with the National Mode.
You need to beat the Elite Four and attempt to board the S.S. Aqua (located it Olivine City). Then Prof. Oak will appear and give you the National dex
Source: Bulbapedia
