Here's a fun little fact. The original pitch Game Freak gave to Nintendo was a game called Capsule Monsters. Rather than there being different versions, trades would mostly be used to get a hold of rarer-than-normal critters called Illusory Monsters. They would be much stronger than the average capsule monster(similar to legendary Pokemon in the final version), but they would be really hard to find and you'd be lucky to find more than one on your save file and they all would be permanently missable if you mess up. They gave an example in the pitch of a green dragon that could only be found via grinding encounters for many hours on the lowest floor of a large dungeon.
Now to get to more recent times, Pokemon like Mew and Celebi were considered Legendary Pokemon by the official media, making no distinction between them and the ones actually obtainable on-cart. Gen V came up with the term Mythical to describe event-only Pokemon, and is still used to this day.
In Japan however, Legendaries and Mythicals have ALWAYS been officially recognized as different groups. The official term that has been used over there since Gen 1 is Illusory Pokemon, named after the previously mentioned Capsule Monsters mechanic.