704.5j If a player controls two or more legendary permanents with the same name, that player chooses one of them, and the rest are put into their owners graveyards. This is called the legend rule.
110.1. A permanent is a card or token on the battlefield. A permanent remains on the battlefield indefinitely. A card or token becomes a permanent as it enters the battlefield and it stops being a permanent as its moved to another zone by an effect or rule.
So if you have Blade of Selves on a legendary creature that attacks you put all but one of the creatures (including the original) into your graveyard. If you Clone Legion an opponent with legendary creatures nothing happens as long as you don't control a legendary permanent with the same name. If you do you put either the token or the original in your graveyard. If you Clone Legion yourself when you control legendary creatures you put either the token or the original in the graveyard.