Keiko was used to portray Willy in the first three Free Willy movies. However, after the third movie, Keiko was released back into the wild in 2002. He lived in a sea pen off the coast of Iceland until his death in 2003.
Luna was used to portray Willy in the fourth and final Free Willy movie, which was released in 2010. Luna remained in the wild throughout her life and was never captured. She died in 2006.
So, while Keiko was a real orca who was used in the first three Free Willy movies, Luna was not used in any of the movies.