Well, there is, of course, absol, although that’s based on a misconception. Absol predict unlucky events, but they don’t actually cause them. Nonetheless, in certain areas of Hoenn, they’re considered to be extremely unlucky, as the appearance of one surely means bad luck is to follow.
Meanwhile, in Johto (as well as some parts of Kalos and Unova), murkrow tend to be unlucky symbols, especially when seen at night, as their general presence will bring about misfortune and loss. In Unova, meanwhile, people tend to believe purrloin are unlucky, especially if they cross your path.
Some pokémon are thought to produce unlucky events under very specific circumstances. For example, when in the vicinity of electronic devices, kadabra are said to cause shadows to appear on TV and computer screens. Seeing these shadows is an omen of death, and thus, keeping kadabra in the house is considered to be unlucky. (It’s not true, though, just for the record.)
If you can hear wild mismagius or misdreavus, then that’s an omen of death as well, and both pokémon are also unlucky. However, not being able to hear either pokémon is perfectly fine, and tamed pokémon are generally safe—even lucky in some cultures. In a similar manner, seeing wild trevenant, litwick, or sneasel in their native habitats are extremely unlucky, and it’s thought that if you see either of these, you need to immediately turn around and go back the way you came, as proceeding the way you’re going may result in you disappearing forever.
And then you have vivillon. I’m not sure why a lot of people believe vivillon to be unlucky, but some people believe you shouldn’t keep your pokédex open to its National Dex entry.
As for general classes of pokémon, as one might imagine, most people shy away from dark- and ghost-types, as many of these either lead travelers astray or steal their life forces (or both). Some cultures consider psychics and fairies to be equally unlucky—fairies especially when it comes to small children.