The PlayStation Vita (PSP's successor) can play Mafia II via from a PS3/PS4, or natively if you hack the device (homebrew). The Steam Deck (or Asus ROG Ally) runs the PC version of Mafia II: Definitive Edition perfectly. This is the ultimate portable experience.
When you click a "Mafia 2 PSP Download" link, you are almost certainly downloading one of three things: Mafia 2 Psp Download
If you have an Android or iOS phone:
experience, you should look for it on its supported platforms: PlayStation 4/5: Available as part of the Mafia: Trilogy or as the standalone Mafia II: Definitive Edition Available via or the Epic Games Store. Available on Xbox One and Xbox Series X|S. A word of caution: The PlayStation Vita (PSP's successor) can play Mafia