In Touhoumon World Link, Another World and Marisa's Magic World there are 25 Boneka that cannot be registered as seen or caught in the IDollDex. Therefore, they are called the Out-of-Dex Boneka. Those include: Ho-Oh, 20 different Z-Form Boneka and 4 different Vocaloid Boneka.
Please note that you can still catch these Boneka. Nevertheless, they will never appear on the IDollDex list.
In World Link, you can only obtain Vocaloid Miku, Ho-Oh and one random Z-Form Boneka after beating Aichi, the Zero-Boneka Master.
In Another World, you can only obtain Vocaloid Miku, Ho-Oh and one random Z-Form Boneka from Patchouli after beating Gensokyo League or by exchanging a Zero Coupon, obtainable in World Link.
In Marisa's Magic World, you can only obtain a ZSanae by Aichi. Note that the date must be 30 December.
The Out-of-Dex Boneka can be freely exchanged between those three games.