Red Dead Redemption (2010) launched on **PlayStation 3** and **Xbox 360** only. The PSP Go (2009) is a digital-only PSP model; it never received a port.
Related Titles on Portable
Red Dead Revolver (2004): PS2 / Xbox – not portable.
Red Dead Redemption Mobile (2010): Java/BREW feature-phone game; delisted, unrelated to main game.
Red Dead Redemption (2023 Nintendo Switch / PS4 port): Modern platforms only.
What PSP Go *Can* Play
PSP / PS1 Classics via PlayStation Store (store closed 2021; previously purchased titles still downloadable).
Homebrew / CFW (PRO / ME / Infinity) → emulators, ISOs (legal only if you own UMDs).