I have not seen any evolution of Legendary Pokémon yet. I'm not talking about pseudo-legendary Pokémon.
I did some more research and found that Mewtwo can Mega Evolve, but it is not a natural Legendary Pokémon, it is a man-made clone of Mew.
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"Legendary Pokémon" (伝説のポケモン, Densetsu no Pokémon) is a term of art.[...] In most cases, Legendary Pokémon are exceptionally powerful, difficult to catch, and unable to evolve, and no known Legendary Pokémon is capable of breeding.
The few exceptions are "Nebby" in the 7th generation evolving to Sulegalo or Munala, depend on the game version and there's also Primal Evolution of Kyoger and Groudon in OmegaRuby and AlphaSapphire which is a different term of Mega Evolution.
The reason for the Legendary Pokemon not evolving is pretty simple since evolution is a phenomenon to make Pokemon stronger than it was and as quoted from Wikipedia the legendary Pokemon in their normal state are powerfull enough and not need to be evolved to get more strength.