OK, They are both roaming (HG and SS) and when you find them they run so they are basically like Mesprit.
LuckyLuxray101 is right, but for more info:
Entei and Raikou (lvl 40) only roam the Johto region in HG and SS.
Suicune, the other one in the trio, can be chased thorough Johto and into Kanto (the other region in the game). At the cape furthest north in Kanto it can be found. This time it will not run.