Shiny Locks only began in the Gen V games.
Zekrom, Reshiram, Victini
Articuno, Zapdos, Moltres, Mewtwo, Xerneas, Yveltal, Zygarde, Groudon, Kyogre, Rayquaza, Deoxys
Tapu Koko, Tapu Lele, Tapu Bulu, Tapu Fini, Cosmog, Solgaleo, Lunala, Nihilego, Buzzwole, Pheromosa, Xurkitree, Celesteela, Kartana, Guzzlord, Necrozma
Ultra Sun/Ultra Moon
Zygarde, Tapu Koko, Tapu Lele, Tapu Bulu, Tapu Fini, Cosmog, Solgaleo, Lunala, Necrozma
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
Cap Pikachu, Victini, Keldeo, Meloetta, Hoopa, Volcanion, Tapu Lele, Tapu Bulu, Tapu Fini, Cosmog, Cosmoem, Solgaleo, Lunala, Necrozma, Magearna, Marshadow
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.