After beating the game, you'll be able to access Clay Tunnel from Driftveil City, which is a rather large cave with plenty of Trainers to battle and items to pick up.
At the very back of the tunnel, you'll find what appears to be an empty room with a curious circular pattern by a wall. From the center of that circular pattern, you have to head six steps south, then nine steps to the east. Face south (without taking a step south) and press A to find a hidden switch. Trigger that and you'll open up the door to Regirock's chamber.
After catching or knocking out Regirock, you'll be rewarded with a special Key depending on your version. You'll receive the Iron Key in Black 2 or the Iceberg Key in White 2. This Key can be shared with anyone using the Unova Link feature, but you only get the one Key on your version alone.
While you have the Iron Key active, you'll be able to head to the back of the room and have a chance to catch Registeel.
Additionally, while you have the Iceberg Key active from your Unova Link, you can encounter Regice instead.
In order to get all three of the Regis, you'll need to use the Unova Link feature to exchange Keys with the version opposite the one you're playing, or just trade for the other Regi you're missing.
After you've caught all three of them, you can take them to Twist Mountain to trigger an event where you have the chance to catch Regigigas.