Keldeo may still be considered quite a new Pokémon by fans given it won't have been featured in any Pokémon games until the release of Pokémon Black 2 and Pokémon White 2 in Japan later this month, and maybe fans thought they knew almost everything about the Pokémon already, but GameFreak might be about to throw a spanner in the works. A flyer has been going around Japan recently promoting a set of Pokémon toys which will tie-in with the latest Pokémon movie Kyurem vs. the Sacred Swordman - Keldeo. The set of toys includes a Keldeo and under its picture on the flyer are the words "Usual Forme." This could mean Keldeo has another forme we've yet to have learnt about.
Normally this could be dismissed quite easily as a possible mistake, however Japanese magazine CoroCoro has also been hinting towards the Pokémon having a "special power" which will be revealed in this month's edition of the magazine, meaning there really could be some truth in Keldeo having another forme.
The next issue of CoroCoro should leak in the next few days, so we'll likely have a lot more details then not just on Keldeo, but hopefully on Pokémon Black 2 and Pokémon White 2 too.