There's some knowledge of the more common Pokémon such as your general Pidgeys and Rattatas, but a lot of the others are generally unknown. Legendaries, however, are immortalized in myth and legend, but their names and aspects are generally not fully remembered.

Religion and faith in general is based around the memories of the Legendaries and the savior. Rare, unknown Pokémon spotted and thought to be Legendaries might have their own cults develop (Arcanine comes to mind since it's a rather majestic-looking creature) that would probably be quietly tolerated.