Many third party companies develop software for just about every platform out there
. The PSP is no exception. You can download free psp games to your PSP's memory card or to its internal memory (if you have a newer PSP Go model)
There are a lot of different models of PSP gaming systems. Sony originally released it's PlayStation portable video game system, which was known as the PSP 1000. It was later replaced by the PSP slim, which is known as the 2000.
There are a variety of special collector's edition systems available. The God of War, Madden NFL, Ratchet & Clank, and Star Wars systems all fall into one category or another, typically the 2000 and the later ones are the 3000.
PsP Go only allows download games to be played on it. This system has a smaller design and it's screen slides to reveal the normal buttons. The Disc tray that was formerly used to play UMD discs was removed. This helped make the system smaller and made it so all of the games for this system had to be downloaded. The PlayStation network allows you to purchase, with a credit card or points purchasable in a store, PSP games for download. What they don't want you to know is that there are third party sites you can get games from.
If you look in the right places you can find real, free psp games. You have to make sure you are looking in the right place. The internet instead of the Sony playstation network is the best resource on the net for free psp games.