We've got a DS list, a PS3 list and quite possibly, a 360 list. Since there isn't a PSP list I've decided to throw one together. As far as I know we don't have a Wii list that's up to date so I might make a new one later. Although I do own a Wii myself, I'm not terribly versed in great Wii titles so if anyone else is willing to make one, please tell me!
 
With the recent release of the PSP Go!, which eliminates the UMD and therefore you can only purchase the game on PSN, I'm going to split games into a two different categories, PSP games and PSN games. Games that are availiable on both retail and download are placed into the "PSP" section whereas games that are only availiable on the PSN Store are placed into "PSN". I'm going with this format for the time being but if anyone has a better idea, just holler.
 
Like any other list, this is a community run list so comments, additions and suggestions are welcome. 
 
Update: Added some more games and included an import and upcoming section. Will reformat list later.

For a list of DS games, click here.
For a list of PS3 games, click here. 
For a list of Wii games, click here.
 

PSP

• Burnout Legends -  
• Burnout Dominator - 
• Metal Gear Solid: Portable Ops -
  
• Metal Gear Ac!d -
  
• Metal Gear Ac!d 2 -
  
• Grand Theft Auto: Liberty City Stories -
  
• Grand Theft Auto: Vice City Stories -
  
• Grand Theft Auto - Chinatown Wars -
  
• Loco Roco series -
  
• Patapon series -
  
• Ace Combat X Skies of Deception -
  
• Castlevania: The Dracula X Chronicles - 
• Disgaea: Afternoon of Darkness -
  
• Disgaea 2: Dark Hero Days -
  
• Echochrome -
  
• Crisis Core: Final Fantasy VII -
  
• Final Fantasy Tactics: War of The Lions - 
• Final Fantasy I -
  
• Final Fantasy II -
  
• Jeanne D'Arc -
  
• God of War: Chains of Olympus -
  
• Me & My Katamari -
  
• Pangya: Fantasy Golf -
  
• Resistance: Retribution -
  
• Secret Agent Clank - 
• Ratchet & Clank: Size Matters -
  
• Sid Meier's Pirates! -
  
• Syphon Filter: Dark Mirror - 
• Syphon Filter: Logan's Shadow -
  
• Half-Minute Hero -
  
• The Warriors -
  
• Valkyrie Profile: Lenneth - 
• Lumines -
  
• Crush -
  
• LittleBigPlanet -
  
• Tekken: Dark Resurrection - 
• Ridge Racer 2 -
  
• Monster Hunter Freedom Unite -
  
• Wipeout Pure -
  
• Wipeout Pulse -
  
• Star Ocean: First Departure -
  
• Star Ocean: Second Evolution - 
• DJ Max Portable - 
• Pursuit Force - 
• Pursuit Force Extreme Justice - 
• Classic Dungeon -
  
• Persona 3 Portable - 
• Metal Gear Solid: Peace Walker -

PSN

• Holy Invasion of Privacy, Badman! What Did I Do To Deserve This? -
• Fate Unlimited Codes -
  

Imports

• Tales of Versus -