Only a few confirmed Shiny Pokemon have appeared in the anime. 

They are:

Persian, Magneton, Onix, Magikarp, Gyarados, Ditto, Noctowl, Ariados, Pichu, Shuckle, Donphan, Dustox, Swellow, Metagross, and Druddigon.

(The following Shiny Pokemon made appearances in the movies): Shiny Raikou, Entei, Suicine appeared in Zoroark: Master of Illusions. Shiny Golurk appeared in Pokemon Black: Victini & Reshiram. Shiny Hydreigon appeared in Pokemon White: Victini & Zekrom. And Shiny Genesect appeared in Pokemon The Movie: Genesect and the Legend Awakened.