With modern retro handheld setups or specific homebrew streaming apps, some users stream the PC or PS3 version of San Andreas directly to the PSP screen. While this requires a constant network connection and a host device, it delivers the true, uncompromised San Andreas experience to the handheld layout. How to Safely Set Up GTA Homebrew on Your PSP
Assuming you have a with Custom Firmware installed: gta san andreas psp eboot pbp exclusive