Nintendo is famously aggressive about protecting its IP. While Sony doesn't care if you emulate PS1 games on PSP, Nintendo’s legal team targets ROM distribution sites.
Talented developers have created "native ports," such as the Super Mario 64 PSP port , which runs directly on the hardware without an emulator. Requirements for Setup Play Super Mario Advance 4 E-Reader Levels On PSP/PSP GO!
A compilation featuring upgraded 16-bit graphics for all the original NES Mario titles.