In Gen I you could just save before attempting to catch one, so if you did kill it you could just restart from your save point. You couldn't really do this in Gen II for the Legendary Dogs because they showed up randomly, and sometimes you had the horrible decision of; never catch Entei or redo those last 3 hours of cave...
The legendary dogs only moved between areas when you did, so you could wait until you were in the same area as one, save, then have multiple tries at catching it; the main difficulty was in quickly incapacitating it so it wouldn't run away or else capturing it on your first turn without any weakening.
