Super Mario Bros. on PSP: Not Official, But Playable Via Emulation

No official Super Mario Bros. release exists for PSP. Nintendo never licensed Mario for Sony hardware.

Homebrew Emulators: bsnes (SNES), FCEUX (NES), mGBA (GBA) run on PSP CFW (6.61 PRO / LME / Infinity).
Performance: NES/SNES perfect @ 333MHz. GBA full speed with frameskip 0 on most titles.
Legal Requirement: You must own original cartridge. Dump ROM yourself via Retrode or GBxCart RW.

Platform	Method	Cost
Nintendo Switch	Nintendo Switch Online (NES app)	$20/yr individual
NES Classic Edition	Pre-loaded (30 games incl. SMB)	$60-100 used
Game Boy Advance	Classic NES Series: Super Mario Bros. (cart)	$20-40
Wii / Wii U / 3DS	Virtual Console (discontinued, redownload if owned)	N/A
PC/Mobile	Super Mario Bros. 35 (delisted) / Super Mario Run (mobile)	Free / $10

Best Portable Official Experience: NES Classic Edition (hackable for more games) or Switch Online on Switch Lite.

PS3 Games