In HG/SS, Bagon can only be found in the Safari Zone. There's quite bit of detail that goes into it, so be sure to check this out for the really big stuff: http://www.serebii.net/pokedex-dp/location/371.shtml#hg
Basically, he's in the Swamp zone, and you need 9 forest objects and 19 Peak objects after 110 days. You can also find Shelgon in the Wetland Zone with his own set of requirements.