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I always see some Pokémon being called "mythical" or "legendary", but I don't understand what makes a Pokémon mythical and what makes it legendary.

Is there any definition that differentiates a Pokémon as mythical or legendary, or is it the same thing? Or are these definitions only informal?

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In short, Mythical Pokémon are a subset of Legendary Pokémon.

A Legendary Pokémon is characterized by its rarity, its inability to spawn offspring of its own evolutionary chain, and its presence in the lore. Usually, only a single Legendary Pokémon of its species exist in a game, and it is encountered by interacting with it outside of battle or by other special means. Some examples of Legendary Pokémon are Articuno, Raikou, Heatran, Mewtwo, Thundurus, and Zygarde.

A Mythical Pokémon is a Legendary Pokémon whose main method of acquisition is out-of-game, real world distributions such as online events or codes given at specific stores. Mythical Pokémon cannot be encountered by just playing through a game. Some examples of Mythical Pokémon are Mew, Victini, Jirachi, Arceus, and Volcanion.

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    Some Pokemon are fought by meeting them "physically". For example, On Pokemon Emerald, you meet Kyogre, Groundon and Rayquaza's models right before you battle them. – Oak Feb 21 '18 at 12:16
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    @Articuno "Overworld model" refers to its appearance as a character in the game itself, outside of battle. Most pokemon you fight you never see, you just walk through tall grass and a fight starts out of nowhere. Some pokemon you can see wandering about, either on their own or following after someone, and if you talk to them they'll talk back and that's it. For legendary pokemon, walking up to them in this manner and speaking to them is often how you start the fight with them, as though they were a trainer themselves. – Arthur Feb 21 '18 at 12:22
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    For what it's worth, there's also a group called "sub-legendary" and some exceptions like how deoxys is still officially classified as a mythical despite being able to be encountered in ORAS. – Pyritie Feb 21 '18 at 13:08
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    @Pyritie Do you mean pseudo-legendary? – jpmc26 Feb 21 '18 at 23:45
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    @Pyritie Never heard of it. Most Google results point to pseudo-legendary. Looks like Serebii is using it, though. Is it possible Serebii made it up and it hasn't become standard yet? Interestingly, they include the Ultra Beasts under it, but I'm not sure the Ultra Beasts are even categorized as legendary in the first place. (Not that it'd surprise me if the Ultra Beasts are legendaries, either.) – jpmc26 Feb 22 '18 at 10:09
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In addition to DanmakuGrazer's answer, there are some other named groups of pokémon to be aware of, although both have unofficial names:

Sub-legendary

This group is for pokémon who are usually encountered in ways similarly to regular legendaries (one per game, usually encountered in the overworld, story talks about their rarity) but they aren't nearly as powerful as other legendaries. This group mostly comprises pokémon who have a Base Stat Total (BST) of 600 or below, and can't be bred.

A key feature of this group is that all of its pokémon are allowed in places where other more powerful legendaries are banned, such as online PvP battles or in-game facilities like the Battle Tree. All pokémon in this group have a green background in the Gen 7 pokédex.

The pokémon in this group are: Articuno, Zapdos, Moltres, Raikou, Entei, Suicune, Regirock, Regice, Registeel, Latias, Latios, Uxie, Mesprit, Azelf, Heatran, Regigigas, Cresselia, Cobalion, Terrakion, Virizion, Tornadus, Thundurus, Landorus, Type: Null, Silvally, Tapu Koko, Tapu Lele, Tapu Bulu, Tapu Fini, and all Ultra Beasts.

Pseudo-legendary

These pokémon have a similar BST to sub-legendaries, but are otherwise normal pokémon. All pseudo-legendaries can breed, evolve twice, and their final evolutions have a BST of 600.

The pokémon in this group are: Dragonite, Tyranitar, Salamence, Metagross, Garchomp, Hydreigon, Goodra, Kommo-o, and all of their evolutionary families.

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