In Pokemon Black/White, Reshiram and Zekrom are very easy to capture using Dusk Balls. Usually I can get them in one or 2 shots. With all the other legendaries, I seem to capture them very easily as well. But is there one in particular that just can't be captured without having to use the master ball? It almost seems like a waste just sitting there in my items.
All legendaries can be caught with relative ease without using a Masterball. However, there are some that are particularly more annoying to catch without one.
Stationary legendaries (those that sit in a single location until you catch/defeat them) are often far easier to catch without a Master Ball. If only for the fact that you can save while standing right in front of them, and then reset the system and load your save file from right before the battle if things did not go well in the previous attempt (errant criticals, foe used a self damaging move, ran out of pokeballs).
Roaming legendaries are often some of the more problematic ones. They will attempt to flee constantly unless you have a Pokemon with a move or ability that will shut that right down like Arena Trap (Useless against flying/levitating), Shadow tag, Mean Look, Wrap, etc. Gen II's legendary roaming dogs were particularly annoying because not only did they flee, they had Roar, forcing your Pokemon to flee. However, roaming Pokemon do not heal between battles, so as long as you don't mind chasing them down over and over again, a single Pokemon with False Swipe can bring them permanently down to 1 HP, and then you just throw pokeballs at them every subsequent time you encounter them.
As far as Gen V goes, I personally would (and have) used it solely for Tornadus (Black) or Thundurus (White), as just capturing your version's roamer the second it is encountered is far less hassle than chasing it down several times. Victini, Cobalion, Terrakion, Virizion, Landorus, and Kyurem, while all having the same catch rate of 3, are all stationary, and as long as you save before facing them and have a Pokemon or two that can take a few of their hits, and inflict a status ailment, can be caught with a little luck and enough regular pokeballs.
All that said, do keep in mind each pokemon's catch rate and use a calculator to figure out what that catch rate means (or do the math yourself). A frozen Tornadus at 1 HP using a Dusk Ball at an ideal time of day still only has a 9% chance of being caught. Per ball.