Celebi is available in a few games, but it is one of the trickier Mythicals to obtain. This answer will only go over English copies of the games unless explicitly stated otherwise.
Crystal (Virtual Console): The GS Ball event allows you to catch Celebi after entering the Hall of Fame. With the 3DS eShop closed, this game is no longer available to download legitimately (nor is Pokemon Bank, which is required to bring it up to Pokemon HOME).
Colosseum (Bonus Disc - JP): The Japanese version of the Pokemon Colosseum Bonus Disc has Celebi available as a gift after you purify all 48 Shadow Pokemon in the main game. This can then be transferred into a Japanese Generation III game.
Diamond/Pearl/Platinum/HeartGold/SoulSilver: Even though old events were taken down by Nintendo, some of them are still accessible via the DNS Exploit, which is a legitimate way to obtain deprecated event-exclusives. Certain Celebi events are part of the pool in the Generation IV games; refer to our detailed guide for help setting this up.
Most people that ask these questions aren't interested in side series games. If this doesn't apply to you, you may find Celebi's locations here.
