" usually refers to fan-made homebrew games or classic titles playable through emulators. Because these are unofficial, you will typically need installed on your PSP to run them. Top Ways to Play Super Mario on PSP
On the PSP, commercial retail games are packaged as .ISO or compressed .CSO files. Because Nintendo owns the Super Mario franchise, no retail Mario UMD (Universal Media Disc) ever existed for the PSP. Super Mario Iso Psp