Ok, here's a serious answer.
First off, you are talking about a fictional game called Pokemon, where Pokemon can direct electricity, use telekinesis, teleport and produce matter out of nowhere. Pokemon breaks so many laws of physics in the real world it's ridiculous to even correlate the two worlds. However, I'm up to the challenge.
The first law Rayquaza breaks is Newton's Law of Gravitation. Rayquaza weighs a reasonably heavy 206.5 kg, and its basal surface area is too low to allow it to float in the air, since no upthrust is provided in the form of visible wings, propellers or such. Since Rayquaza is approximately a metre off the ground, it should take it a tenth of a second to fall down like the pathetic snake it is.
Next is in regards to its move Dragon Pulse, which violates the law of conservation of energy, as well as Einstein's General theory of Relativity. Dragon Pulse emanates energy from Rayquaza's gaping mouth, which should not be possible since energy can't be formed instantaneously without the help of a nuclear reaction, which obviously doesn't take place. The alternative is that Rayquaza draws energy of some form from its surroundings and directs it towards the opponent, which is again not possible.
Rayquaza's ability Air Lock violates the law of common sense, you just can't make weather disappear. Does Rayquaza absorb sunlight? Hold an umbrella? Wear shades to protect against sand? We would never know.
Next Rayquaza fits into a bloody Pokeball, which violates the Quantum mechanical model of the atom and the Valence Bond theory if you assume that Rayquaza shrinks in size to fit into the ball, since nuclear forces become unstable at such close proximity, along with e-e repulsion since atomic orbitals shall overlap. This problem could be solved if instead of being composed of hydrocarbons like regular living creatures, Rayquaza is made of inert material, in which case Rayquaza's regular form should be gaseous.
Or the above mentioned law of conservation of energy and Einstein's General theory of Relativity if it is converted into energy or data.
Mega evolution violates the law of conservation of matter, since Mega Rayquaza weighs almost double of what Rayquaza weighs. It violates a few laws of biology as well, but you asked only for physical laws.
Quite surprisingly, the scene of Rayquaza smashing into the asteroid is quite possible within the laws of physics. Since we don't know the hardness of Rayquaza's mouth blades, the only law broken here is the law of conservation of momentum because the fragments of rock upon it breaking move sideways rather than forward to maintain constant momentum. This is if it is an elastic collision which I assume it to be, since Rayquaza collided with it headfirst and contact was maintained for a very small duration of time and Rayquaza was moving pretty fast.
Yeah and since the player is human, air resistance and friction with the help of gravity should have been enough to tear open his suit and throw the idiot back to earth, what he deserves for riding the magic snake into space. This violates the concept of viscosity and friction, not exactly laws but more like definitions.
Rayquaza shouldn't be able to stop after hitting the meteor, since space has virtually no matter and any effort Rayquaza makes to stop should have no effect since internal forces have no effect on a system of objects. Again not a theory, but a Postulate based on common sense.
Deoxys violates a few laws as well, but the question does not ask that.
The answer in brief? Darn too many.