In the games Ruby, Sapphire, Emerald, HeartGold, SoulSilver and in Pokemon Mystery Dungeon. Hope This Helps! :)
--------------->See you in the above games ^
I don't think you can Catch Rayquaza in Pokemon Mystery Dungeon, though.
Main Series Games - Ruby/Sapphire/Emerald (Sky Pillar) - HeartGold/SoulSilver (Embedded Tower) - Omega Ruby/Alpha Sapphire (Sky Pillar) - Ultra Sun/Ultra Moon (Cliff World; Ultra Space Wilds) - Sword/Shield's The Crown Tundra (Max Lairs) - Brilliant Diamond/Shining Pearl (Ramanas Park) - Scarlet/Violet's The Indigo Disk (Great Crater of Paldea with the Rayquaza Treat)
Main Series Games (Outdated Events) - Diamond/Pearl - Black/White - X/Y - Omega Ruby/Alpha Sapphire - Scarlet/Violet
Most people that ask these questions don't care about the side series games. If this doesn't apply to you, you may find this information here.