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I actually ran into a shiny Golbat in one of the 4th gen games (D/P/Pt) in Victory Road and caught it, knowing that it's different colored so it's probably special. As I'm saving the game I tap the cartridge ever so slightly and the game freezes up. I panic a bit but figure I can just bike around Victory Road again and I'll run into it again. Of course it doesn't work and later I find out that shinies are super rare and my chances of ever running into another one were slim to none.
Fast forward a year or so and somehow I got grounded, so my parents had my DS, forcing me to play Ruby on my Gameboy Advance SP. I'm training my team when I suddenly run into a shiny Roselia and I caught that shit as fast as I could. I later traded that to HeartGold and evolved it, and now Roserade in all of its shiny beauty is on my Y version, forever loved. <3