Celebi was only available on the Japanese Bonus Disk. Sorry. But, it could be given away on a E-card, just as Shadow Scizor was.
Oh! I just discovered something. Some Snagged Pokemon in Story Mode are ALWAYS going to be male. Why? Here's what I mean. Here's an example:
Skiploom and Ariados will always be male, to prevent breeding in the RS versions. Why? They will be catchable in FR&LG versions (their pre-evolved forms), basically on the Islands, running wild. Togetic will also be male, because it too will be available on the Islands as a gift (Togepi).
Unless, on your own Ruby or Sapphire, you sharked over a Ditto (like I did), then you can breed them.