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Description
Since I keep seeing people who are utterly confused about what is and what is not a legendary Pokémon (partially because on one hand Gamefreak keeps blurring the lines and adding new twists, on the other hand because the Pokémon company keeps using separating terms for Event-Pokémon), I decided to make this image based on official information.

Starting with Sun&Moon, the data of each Pokémon species includes what kind of Pokémon it is in terms of legendary status. That bit of data is also used to determine what colour the Pokedex in the games uses as the background colour of each Pokémon:

-Blue: regular Pokémon
-Green: sub-legendary Pokémon
-Yellow: legendary Pokémon

So as you can see, we officially have 2 tiers of legendaries. Most of the epic mascots with ~680 base stats are true "legendary" Pokémon, while most of the more balanced basic ones like the well known regional trios, with mostly ~600 base stats are sub-legendaries.

Ultrabeasts confused people to think they weren't considered legendaries at all, because the marketing of their lore was too effective (perhaps by how they were presented as being something completely different from Pokémon themselves), but the games consider them just as legendary as any typical legendary (sub-legendary), so I decided to group them as well, as they are a sub-group of the sub-legendaries.

And the last distinction is Mythicals. All the Event-Pokémon have been called "Mythical" Pokémon for a long time now. The confusing part here is often about whether Mythicals are their own distinct group separate from the term Legendary Pokémon or themselves legendary Pokémon as well. From the game code, the answer is that Mythicals are simply a subgroup of legendaries.

Personally, the only thing that bothers me about these official categories we have now, is that a lot of the Mythicals (all except Arceus lol) seem like they would be sub-legendary Pokémon if they didn't have the Mythical status (for example Volcanion would clearly belong with Heatran, Darkrai with Cresselia and Keldeo with the Musketeers rather than the rest of the Yellow group, if they weren't Event exclusive). But since the game data only shows one category per species, there cannot be a distinction between Mythicals and sub-legendary Mythicals (unless they made the latter one yet another category of its own), so it will probably stay like that...

Oh and ZERAORA IS MISSING, because there is no Global Link art for it yet.

EDIT: added Zeraora

Description
Since I keep seeing people who are utterly confused about what is and what is not a legendary Pokémon (partially because on one hand Gamefreak keeps blurring the lines and adding new twists, on the other hand because the Pokémon company keeps using separating terms for Event-Pokémon), I decided to make this image based on official information.

Starting with Sun&Moon, the data of each Pokémon species includes what kind of Pokémon it is in terms of legendary status. That bit of data is also used to determine what colour the Pokedex in the games uses as the background colour of each Pokémon:

-Blue: regular Pokémon
-Green: sub-legendary Pokémon
-Yellow: legendary Pokémon

So as you can see, we officially have 2 tiers of legendaries. Most of the epic mascots with ~680 base stats are true "legendary" Pokémon, while most of the more balanced basic ones like the well known regional trios, with mostly ~600 base stats are sub-legendaries.

Ultrabeasts confused people to think they weren't considered legendaries at all, because the marketing of their lore was too effective (perhaps by how they were presented as being something completely different from Pokémon themselves), but the games consider them just as legendary as any typical legendary (sub-legendary), so I decided to group them as well, as they are a sub-group of the sub-legendaries.

And the last distinction is Mythicals. All the Event-Pokémon have been called "Mythical" Pokémon for a long time now. The confusing part here is often about whether Mythicals are their own distinct group separate from the term Legendary Pokémon or themselves legendary Pokémon as well. From the game code, the answer is that Mythicals are simply a subgroup of legendaries.

Personally, the only thing that bothers me about these official categories we have now, is that a lot of the Mythicals (all except Arceus lol) seem like they would be sub-legendary Pokémon if they didn't have the Mythical status (for example Volcanion would clearly belong with Heatran, Darkrai with Cresselia and Keldeo with the Musketeers rather than the rest of the Yellow group, if they weren't Event exclusive). But since the game data only shows one category per species, there cannot be a distinction between Mythicals and sub-legendary Mythicals (unless they made the latter one yet another category of its own), so it will probably stay like that...

Oh and ZERAORA IS MISSING, because there is no Global Link art for it yet.

EDIT: added Zeraora