Several games available on both the Vita and PS3 allow you to sync your progress between platforms, for example, the MGS HD collection for PS3 lets you 'transfar' your MGS2 & 3 saves to the Vita version and back while Peace Walker HD 'transfars' with the PSP version. PS3 games like MLB 12 The Show and the future Sly 4 and PS Heroes All Star Battle Royal will support progress sharing as well.
Since PSP, PS3 and Vita are region free, you may have any of these games from different regions. Do I need to have all versions of the same region? Or will transfarring work even if I have games from different region?
Note: Right now since MGS HD collection is the only available game to support this which came out on different regions (MLB 12 was North America only), so I assume answers will be valid to the MGS collection only. The current games which support this now are MGS HD Collection, MotorStorm RC, MLB 12 The Show (Only the Vita version came out in Europe) & PSASBR. Future games should include R&C:Q-Force/FFA, Sly 4 and ZOE HD.