Prior to the Switch titles, all the Pokémon that do not know Hidden Power are the following,
/ds7 !hidden power:
Beldum, Cascoon, Caterpie, Combee, Cosmoem, Cosmog, Ditto, Kakuna, Kricketot, Magikarp, Metapod, Pyukumuku, Scatterbug, Silcoon, Spewpa, Tynamo, Weedle, Wobbuffet, Wurmple, Wynaut
Since Let's Go Pikachu/Eevee and SwSh however, Hidden Power, and many other moves, was cut from the game. This results in all Pokémon not learning Hidden Power. However, with the return of Unown in BDSP and PLA, Hidden Power became the signature move of Unown. Therefore, in later games where Unown is available, only it and Smeargle, if obtainable, can learn Hidden Power. Otherwise, no Pokémon can learn it.
In terms of Showdown's National Dex format, this battle format returns the usage of all Pokémon and moves previously cut from the game in question. As a result, all Gen 8/9 Pokémon, as well as the Pokémon that do not learn Hidden Power in US/UM, do not learn Hidden Power.