Does a PAL PSP game work on an NTSC system?
In other words, is there a region lock on PSP consoles?
For games, the PSP is not region locked. According to Wikipedia:
Although PlayStation Portable has no region locking for UMD games; UMD movies are locked by region. However, Sony has confirmed that it is possible to implement Region-Locking on the PSP, and the firmware will disable features based on region. For example, Asian region PSPs will not display the "Extras" option on the XMB despite having been upgraded to the US version of Firmware 6.20, preventing owners of such PSPs from installing the Comic Book Viewer and the TV Streaming applications.
UMD movies are region locked on the PSP, and certain features as well it seems, but the games themselves do not appear to be.