Custom background music
On the PSP, some games have support for playing MP3s that you put on the memory stick as background music, replacing the default music that comes with the games.
Usually they require putting the music in a specific folder.
If you know some details that are missing below, contact me.
List of games that support this feature
I think this list is pretty close to complete.
Wipeout Pulse (/MUSIC/WIPEOUT)
Put the music in /MUSIC at the root of the memory stick. Unfortunately this can't be done on Android if your device uses scoped storage and your memstick folder is named exactly PSP, because then PSP is the actual root. In the future, this will be possible by creating a ROOT folder in the PSP folder to simulate this.
ATV Offroad Fury: Blazin' Trails
Beats
Put your songs in /PSP/MUSIC.
Crazy Taxi : Fare Wars
/MUSIC