There are two ways to obtain Beldum in Heartgold without hacks or trading.
Place 21 or more peak objects in the Forest area of the Johto Safari Zone and wait 70 days until they appear. Then catch one.
Steven Stone, the guy in the lower right portion of the building, will trade a Beldum with a brave nature holding a dawn stone for a Forretress at Silph Co. He will also give you a Hoenn starter after you beat Red.
Hope this helps
