Missingno. is a Glitch pokémon found in all versions of the game as I remember up until Diamond/Pearl.
Missingno. appeared in Red/Blue/Yellow if you surfed up and down the east coast of Cinnabar island (Some trainers also appear, as well as your rival. Mostly they have glitch pokés). It appeared as a semi-L shaped block of pixels, a fossil Aerodactyl, a fossil Kabutops or the "ghost" from pokémon tower and made an odd glitchy sound. It was usually of an obscenely high level (in my personal experience, it was level 327) and was "Bird" type (not "Flying" type. Check it yourself.). Missingno. Was later revealed to be a simple placeholder poké, having shown up because of coding problems along the Cinnabar coast.
In Gold/Silver/Crystal/Ruby/Sapphire/Emerald/FR/LG missingno. appeared again as a glitchy block of pixels, but was only accessible through gameshark or other cheating devices as far as I know.
In Diamond/Pearl an invisible pokémon that makes the Bulbasaur encounter sound can sometimes be found in the quarry "cave" in the same city as the rock type gym (been so long, can't remember the name).This is often referred to as the missingno. of Diamond/Pearl.