Where to find phione in Pokemon HeartGold?

You can't.

To see a Phione, you need to breed a Manaphy with a Ditto, or you can use Astion Replay.

Manaphy is obtainable as an egg when you have beaten Pokemon Ranger, and can be traded to D/P/Pt.

we all know that, some of us don't have Pokemon ranger! and in platinum you cant get ditto cause it ain't on the sinnoh dex!