The Sony PSP´s games are NOT region locked

Via techjapan

We’ve said it all along:  the Sony PSP games will not be region-locked. TechJapan has confirmed this by buying a US game and used it on a Japanese unit.

We are assuming here that the reciprocal is true.

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Are Sony PSP games region-locked? Probably not.(Dec 2004)

The Sony PSP will be Region-Free…for games (Oct 2004)