Like shiny locked, but with natures
Every Pokemon, including event Pokemon can be aquired with any nature.
Source - knowledge and stuff and things
Some pokémons that have moves that you only can get in events have a special nature and you can't get them with other natures. (Heatran with the special-move Eruption can only be Quiet nature..)
Also Everstone will guarantee that the child has the same nature as the parent that holds it. (Don't know if that counts..)
Hope this helps.