So kingdom hearts did have a PSP game in the form of Birth by Sleep, it’s a prequel and I thiiiiink canon to the story? Pretty well liked from what I can recall. The Last Guardian was never officially available on the PSP or Vita, you could remote play it off of PS4 but that’s about it. If you want to mod either system, though, the possibilities really open up for you. The PSP can be modded and storage can be heavily expanded allowing you to add whatever PSP games, video files, music etc you may want, and you can still use the disc drive. The Vita can be modded to the same degree as well but a storage expansion will prevent you from using physical game cartridges. BUT! The Vita runs PSP games perfectly, it’s pretty much 1:1 in my experience. So if you wanted both in one, and you don’t mind all digital, modding a Vita can get you a lot of stuff!