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The first shiny I remember finding was a Ponyta at Mt Silver in Gold version (Red Gyarados doesn't count). Many years later, while I was playing HeartGold and dicking around at Mt. Silver for some reason, I found a shiny Rapidash. That Rapidash is in my White version, although I seem to have lost it for now.
I like to think that my old Ponyta somehow transcended generations to return to me, evolving along the way.