Cave of Being
Go there and talk to Professor Juniper. Then walk a little deeper into the cave, and let Azelf, Mesprit, & Uxie come out. They will then scatter to 3 different locations: .
Azelf - Route 23
Mesprit - Top of Celestial Tower
Uxie - Outside Nacrene Museum
Go to Victory Road and find Zoroark. Follow it to the ruins of N's Castle. You will battle N. When you win, you will get Zekrom/ Reshiram in Dark/ Light Stone version. Take the Stone to the top of Dragonspiral Tower, and Zekrom/ Reshiram will come back to life. Catch it.
After catching Zekrom/ Reshiram, go to the Giant Chasm and find Kyurem. After you catch it (not kill it), it will drop the DNA Splicers which allow you to fuse Kyurem with Zekrom/ Reshiram.
Go to Route 18 (which was unavailable pre-Elite 4), and find the Magma Stone. After getting it, take it to Reversal Mountain, and you can catch Heatran.
Find the Lunar Wing on the top floor (2nd floor) of the Strange House in Lentimas Town. Then go to Marvelous Bridge, and catch Cresselia.