You can transfer Pokemon from Diamond, Pearl, and Platinum. Head to Route 15 in Unova and over to the Poke Transfer Lab. Note that transfers will not retain held items or Hidden Machine moves.
A mini-game will start where six Pokemon from the previous game will appear behind several bushes. There is a time limit bar at the top of the screen signaling how long you have to catch the Pokemon. You can catch each Pokemon when they appear out of the bushes or attempt to run around the area.
You can also sleep several Pokemon at once by hitting the pink clouds that float by. Sleeping pokemon can be caught even if they are still behind a bush. Keep in mind that any Pokemon that are not captured will return to their previous game. However, there is no penalty for using Poke Transfer multiple times.