If you read the page https://bulbapedia.bulbagarden.net/wiki/Canon you might notice that they write this :
All of the movies up to Volcanion and the Mechanical Marvel are canon to the TV series (although only one of the two versions of the fourteenth movie is canon), and usually act the same as filler episodes, as Ash and his friends do not obtain, evolve, or release any Pokémon, and do not earn any Badges or Ribbons. Often, a movie takes place chronologically between the episodes between which it premieres in Japan.
I Choose You! establishes a new canon that is followed by The Power of Us and M23.
I always thought that the movies were not canon with the exception of M02 which was directly mentioned in the anime and seeing this made me wonder if I was wrong or not. Since I am currently re-watching all the anime and the movies, here's my take about this.
Why it could be canon?
Since the story of Mewtwo was introduced in the anime it could be canon since this story extend it.
Why it isn't?
I think this movie is a little special compared to the others. Mewtwo appearing in the anime made people wonder what this Pokémon was however, making an full arc on it wasn't planned. Since it was the first movie, it was the perfect format to have it story told. So I think this movie is not canon to the anime but the anime is canon to the movie (and to all movies to M19 as it serve as the base for the character and their Pokémon's teams).
Why it is canon?
This movie is the only confirmed canon movie. Suprisingly and kinda coming out of nowhere, in the Whirl Islands arc based on the game where you can find Lugia in the game, two Lugia' appeared and both Kojiro (James) and Satoshi (Ash) said that they met a Lugia in the Orange isles (EP220). This mean that the movie 02 is cannon because that meeting refer directly to it.
Why it could be not canon?
There is a chance that both groups met a Lugia offscreen and they mention that. It's likely improbable though.
M03
Why is it canon?
N / A
Why it isn't?
Nothing is the anime link to it.
M04
Why is it canon?
N / A
Why it isn't?
Nothing is the anime link to it.
M04
Why is it canon?
N / A
Why it isn't?
Nothing is the anime link to it.
M05
Why is it canon?
N / A
Why it isn't?
Nothing is the anime link to it.
M06
Why is it canon?
N / A
Why it isn't?
Nothing is the anime link to it.
M06
Why is it canon?
N / A
Why it isn't?
Nothing is the anime link to it.
M07
Why it could be canon?
Bulbapedia wrote this on M07 page :
The events of this movie are later made canon in Pokémon Ranger - Deoxys' Crisis! (Part 1), as the research done by Professor Lund is later used by Solana.
Why it isn't?
Bulbapedia wrote this on M07 page :
The events of this movie are later made canon in Pokémon Ranger - Deoxys' Crisis! (Part 1), as the research done by Professor Lund is later used by Solana.
However, only professor Lund name is mentioned, it could be the one from the anime timeline who also made research on the same subject.
M08
Why it could be canon?
Bulbapedia wrote this on M08 page :
This movie was made canon by The Keystone Pops!, when Ash, being the only human in the area able to sense and use aura, is the only one who could reseal Spiritomb, and by Pokémon Ranger and the Kidnapped Riolu! Parts One and Two when Ash was able to sense Riolu's presence.
Why it isn't?
Bulbepedia wrote this on M08 page :
This movie was made canon by The Keystone Pops!, when Ash, being the only human in the area able to sense and use aura, is the only one who could reseal Spiritomb, and by Pokémon Ranger and the Kidnapped Riolu! Parts One and Two when Ash was able to sense Riolu's presence.
This doesn't prove that the movie is canon, it only mean that Satoshi (Ash) is also an aura user in the anime which isn't surprising since he's the main character.
M09
Why is it canon?
N / A
Why it isn't?
Nothing is the anime link to it.
M10
Why is it canon?
Bulbapedia wrote this on the M10 page :
The Lunar Wing that Dawn bought in the movie returns in Sleepless in Pre-Battle!, thus making the movie canon.
Why it isn't?
Bulbapedia wrote this on the M10 page :
The Lunar Wing that Dawn bought in the movie returns in Sleepless in Pre-Battle!, thus making the movie canon.
However the only thing is that episode is that Hikari (Dawn) own a Lunar Wing, she could've obtained it literally anywhere (yes it's something rare but she could've brought it somewhere else off-screen or even before D&P start).
M11
Why is it canon?
N / A
Why it isn't?
Nothing is the anime link to it.
M12
Why is it canon?
N / A
Why it isn't?
Nothing is the anime link to it.
M13
Why is it canon?
N / A
Why it isn't?
Nothing is the anime link to it.
M14
Why is it canon?
N / A
Why it isn't?
Nothing is the anime link to it.
M15
Why is it canon?
N / A
Why it isn't?
Nothing is the anime link to it.
M16
Why is it canon?
N / A
Why it isn't?
Nothing is the anime link to it.
M17
Why is it canon?
N / A
Why it isn't?
Nothing is the anime link to it.
M18
Why is it canon?
N / A
Why it isn't?
Nothing is the anime link to it.
M19
Why is it canon?
N / A
Why it isn't?
Nothing is the anime link to it.