Most Pokémon names are a reflection of their cries. This makes sense as the scientific community of the Pokémon universe would have easily coined a common name to the fascinating creatures.
Classic examples of name-cry match are
Ditto can say a bit more than their own names due to their nature...
Some perfect exceptions to the name-cry rule are
Rotom. They just seem roar/screech with no clear decipherable word. Many bug types seem to have no clear cries.
Actually, there are some which say a part of their name but not completely!
Pacharisu, which usually utters "chhipa" most of the times!
Also a few Pokémon communicate through telepathy, such as
Zorua... They've never seen crying out their own names.
Finally there are Pokémon which don't have vocal abilities, such as
Staryu (although it literally sounds like "HYA")
I guess a list has to be manually compiled...