I thought that they might be learnt via breeding, but actually in the examples below they can't - only by a specific event.
For example with Palkia:
In Gen IV, there were two events with both Darkrai and Arceus getting Spacial Rend for the Pokemon movie 10 and 12. (Arceus 12 and Darkrai 10). Although these events are now gone and it is impossible to get them, again until they release another similar event.
Rayquaza learning V-Create via event.
A Victini with Fusion Flare and Fusion Bolt was available as a special giveaway to commemorate the 14th movie.
After Articuno, Zapdos and Moltres from Pokémon XD have been purified, they all learn Extrasensory.
Currently no breedable Pokemon have been given a legendary Pokemon's signature move. Look on this web page for a lot more information too.