I think I may possibly have a complete answer.
In Gen 1, Pikachu, Snorlax, Clefairy, Sandshrew (I think), Bulbasaur, Oddish, Jigglypuff, Chansey, and the generic "animal" sprites (Such as the sprite that is just a generic bird) all had overworld sprites.
In Gen 2, Snorlax, Lapras, Pikachu, Slowpoke, Clefairy, Gyarados, and the generic "animal" sprites all had overworld sprites.
In R/S/E, Lugia, Ho-oh, Kyogre, Groudon, Rayquaza, Latios, Latias, Vigoroth, Dusclops, Azurill, Marill, Pikachu, Kecleon, Kirlia, Wingull, Poochyena, Skitty, the Regis, Machoke, Zigzagoon, and Sudowoodo had overworld sprites.
In FR/LG, Snorlax, Zapdos, Articuno, Moltres, Deoxys (Normal, Speed, and Defense.), Spearow, Omanyte, Kangaskhan, Psyduck, both genders of Nidoran, Nidorino, Meowth, Seel, Cubone, Machamp, Lapras, Fearow, Doduo, Wigglytuff, Machop, Jigglypuff, Pidgey, Slowpoke, Slowbro, Voltorb, Mewtwo, Entei, Raikou, Suicune, Lugia, Ho-oh, Celebi, Clefairy, Pikachu, Chansey, Pidgeot, Kabuto, Mew, and Poliwrath had overworld sprites.
In Gen 4, all Pokemon that existed in and before Gen 4 had overworld sprites. I'm not quite sure about all of those Pokemon have shiny overworld sprites, but I'm going to assume that they do.
In Gen 5, Pikachu, Tornadus, Thundurus, Cobalion, Terrakion, Virizion, Landorus, Kyurem, Keldeo (Both forms), Meloetta (Both forms), Volcarona, Victini, Munna, Musharna, Patrat, Petilil, Minccino, Krokorok, Zorua, Zekrom, Reshiram, all forms of Deerling, Watchog, Lillipup, Herdier, Liepard, Pansage, Pansear, Panpour, Audino, Tympole, Scraggy, Gothorita, Ducklett, Galvantula, Axew, Cubchoo, Stunfisk, Mienfoo, Haxorus (Both normal and shiny.), both genders of Jellicent, Roggenrola, Crustle, Cresselia, Mandibuzz, Heatran, Regirock, Regice, Registeel, Regigigas, Mareep, Darmanitan's Zen Mode, White Kyurem, Black Kyurem, and Cinccino had overworld sprites. Also, according to this and this, all, or at least most, Pokemon had overworld sprites. I don't remember all of them being used in game, but the developers may have made sprites for each of the existing Pokemon at the time.
Gen 6: Sharpedo, Wailmer, Kyogre, Groudon, Deoxys, Rayquaza, Regirock, Regice, Registeel, Latios, Latias, Kecleon, Wingull, Spiritomb's base thing, Gogoat, Skiddo, Zygarde, Mewtwo, Lapras, Snorlax, Rhyhorn, Mamoswine, Marill, Xerneas, Yveltal, and Machoke all have overworld models. Also, Luvdisc appears underwater in ORAS when using Dive.
Gen 7: Corsola, Cosmog, Cosmoem, Delibird, Drifloon, Alolan Grimer, Hypno, Litten, Machamp, Magmar, Magnemite, Alolan Marowak, Meowth, Alolan Meowth, Miltank, Mimikyu, Mudsdale, Murkrow, Oranguru, Pelipper, Pikachu, Poliwhirl, Popplio, Probopass, Pyukumuku, Rockruff, Rowlet, Slowpoke, Snubbull, Spearow, Spinda, Starmie, Stufful, Sudowoodo, Tapu Koko, Tauros, Wimpod, Yungoos, Charizard, Lapras, Sharpedo, Machamp, Stoutland, Solgaleo, Lunala, Alolan Vulpix, Alolan Dugtrio, Alolan Exeggutor, Bellossom, Gastrodon, Frillish, Dartrix, Decidueye, Torracat, Incineroar, Brionne, Primarina, Charjabug, Crabrawler, Dewpider, Fomantis, Bewear, Comfey, Sandygast, Togedemaru, Buzzwole, Pheromosa, Xurkitree, Celesteela, Kartana, Guzzlord, Necrozma, Poiple, Mantine, and Nihilego all have overworld models.
I wouldn't be surprised if this is incomplete, but this is all that I could find.
Bonus: I also found this amazing picture of Zygarde.
Sources: This, this, this, this, this, this, this, this, this, this, this, and my head organ of knowledge.
