How to Play Super Mario on Your PSP: The Ultimate Guide While Nintendo never officially released a Super Mario title for the Sony PlayStation Portable (PSP)
Add ROMs: Place your legal backups of Mario games (usually .nes, .smc, or .gba files) into the "ROM" folder within the emulator directory.
Would you like a step-by-step checklist for installing CFW and an emulator on your PSP model?
If you want a legal alternative, I can:
Title: "Retro Gaming on the Go: How to Play Super Mario on Your PSP with an ISO File"
The most common way to enjoy Mario on a PSP is through emulation. By installing a custom firmware (CFW) on your PSP, you can run the following emulators to play nearly every classic Mario title: Nintendo Entertainment System (NES) Emulator: NesterJ