What's canon probably depends on the movie in question
MSB is obviously canon. You'd think since 2000 is almost as iconic it would be too, but seems its status is more dubious, likewise for Unown. 4ever might be canon, I think Oak's old notebook popped up in a few later episodes after this? Heroes is dubious again, and I'd say the same of Jirachi. Deoxys and Lucario are most likely canon, since Drew is officially from Larousse city, and the concept of Aura Guardians is canon to the anime, solidified by the presence of Riley as well, as well as is Ash's own Aura sensing abilities. Manaphy doesn't have much solid evidence, but Jack appears in one of the AG openings alongside Solana, who DOES appear in the anime.
Despite the DP movies having their continuity aspect, and DP being one of the "high effort" seasons, I can't remember any links to the movies in the anime. According to an anon here there is a nod to Darkrai at least? Who cares about the Unova movies lmao. Mewtwo #2 showed up in a special with Virgil who won the Unova league, so at least that one is canon.
Diancie might be canon because of the presence of Astrid, who was in the Mega special and later has a rematch with Ash at the Kalos league.
And post Kalos it's all spin-off movies or remakes up til now.
