Legendary fish

[FootsureGem10]

Does the game let you know if you caught a legendary fish? 

[The Blackangel]

It puts an X over the fish on the map. They're also in your compendium.

[Parzival]

Arthur and John have unique reactions to catching legendary fish. Also, sometimes the map will glitch out and not cross off ones that have been caught, so when in doubt, check the fish compendium.