Shiny Locks only began in the Gen V games.
Zekrom, Reshiram, Victini
Articuno, Zapdos, Moltres, Mewtwo, Xerneas, Yveltal, Zygarde, Groudon, Kyogre, Rayquaza, Deoxys
However, before the Gen V Games there were still unobtainable Shiny Pokemon, as a result of being directly distributed from events. These are not technically "Shiny Locked" but I'll list them below;
Spiky-eared Pichu, Arceus, Celebi
Celebi, Arceus, Keldeo, Meloetta
Cosplay Pikachu, Celebi, Arceus, Victini, Keldeo, Meloetta, Diancie
This also factors in that some Pokemon can only be received in a particular game by trading from a previous game, in which they may have not been available as a Shiny.