The volcano of Cinnabar Island, because of its great height and useful location, is popular as a resting spot for migratory birds and has a local population of Pidgey and Spearow as well. These birds are cautious to avoid flying over the volcano's center, a crater of fire, for although warm air rises there are a surprisingly high number of birds who lose their energy over the magma and fall in.
It was once believed that these birds were incinerated so thoroughly that not even their bones could be found. It is true that this happens to their wings, but not true of the body: they instead burn eternally, the fire melting away their feathers and merging with their skeleton until it hardens into a new form. This, not Magby (who are only found in captivity) is how most Magmar are born. Once alive, they are a vicious pokemon which in the wild burns everything it can, wishing others to know their pain, for the fire sears them even as it bonds with them.
There is only one known case of a bird emerging from the Cinnabar volcano, and it is often thought to belong to myth, not reality. Nonetheless, all Magmar envy Moltres, and many leave offerings at its shrine on Cinnabar, wishing it could teach them to rise from the ashes to touch the skies once more.