Here is a list of all the Pokémon short movies in order of their release. It will have a "JO" if it is a Japan only short movie. It will have a "JOFF" if the short movie was released in the USA, but wasn't a short movie for that movie and was by itself and pairs with a movie in the USA but was not originally released with the movie. If it has a "DVDO" it means it was added to the movie when it was put on DVD or VHS.
Pikachu's Vacation (Pokémon: The First Movie)
Pikachu's Rescue Adventure (Pokémon: The Movie 2000)
Pikachu & Pichu (Pokémon 3: The Movie)
The Uncut Story of Mewtwo's Origin (Pokémon: Mewtwo Returns) "DVDO"
Pikachu's PikaBoo (Pokémon 4ever)
Camp Pikachu (Pokémon Heroes)
Gotta Dance (Pokémon: Jirachi Wish Maker) "JOFF"
Pikachu's Island Adventure (Pokémon Ranger and the Temple of the Sea) "DVDO"
Meloetta's Moonlight Serenade (Pokémon: The Movie Kyurem vs. the Sword of Justice) "JOFF"
Pokémon Eevee & Friends (Pokémon: The Movie Genesect and the Legend Awakened) "JOFF"
Pokémon: Mewtwo Prologue to Awakening (Pokémon: The First Movie (Remastered)) "JOFF"
Life of Kyurem and Baby Kyurem* (Pokémon: The Movie Diancie and the Cocoon of Destruction)
* indicates that the name of this Pokémon short movie is a beta title.