ebw on 27 September 2014
The PSP is not region-locked, at least for game discs (I have both Monster Hunter Portable 3 and Monster Hunter Poka Poka Airou, both imported from Japan), but somehow Persona 4 Arena for PS3 had some form of software region locking, even though the PS3 is also region-unlocked. I've never heard of a PSP game with this restriction, so you should be safe.
