There's no chance of Capcom pulling out of PlayStation 3 and PSP support.
Activision's threat against Sony seems to have worried a few PlayStation gamers, prompting the need to ask other publishers on their support for Sony's platforms.
One fellow asked Capcom about whether they would stop supporting PlayStation platforms on the US PlayStation Blog, to which the company's community manager Shawn Baxter replied:
"I don’t see that happening. Monster Hunter has sold over 8.5 million on the PSP worldwide."
That's a hell of a statistic, and he's right. Monster Hunter Portable 2nd G was the best selling video game in Japan last year, with 690,000 sold on its first day and 1.5 million in its first weekend. The game, retitled Monster Hunter Freedom Unite, is now coming to Europe and the US with high-hopes from Capcom and Sony.
Moreover, although the Xbox 360 might have the upper-hand in multiplatform sales in the US, Capcom's Street Fighter IV performed slightly better on the PS3 in the UK, so it'd be a little counter-intuitive for Capcom (or any publisher) to pull out.
