A standard PSP Universal Media Disc (UMD) could hold up to 1.8GB of data. GTA 4 requires roughly 16GB of storage. What is Inside a "GTA 4 PSP ZIP" File?
If your ultimate goal is to play the actual GTA 4 on a portable device, technology has evolved far beyond the limitations of the PSP. You can achieve this using modern portable hardware:
Let’s address the elephant in the room immediately:
While you cannot play GTA 4 via a PSP emulator, modern mobile hardware is strong enough to run the real PC version of GTA 4 through advanced emulation and streaming methods. Method 1: PC Emulation on Android (Winlator / Horizon Emu)
GTA IV was not officially released for the PSP; Rockstar Games released Grand Theft Auto: Liberty City Stories (2005) and Grand Theft Auto: Vice City Stories (2006) for PSP, and GTA III and Vice City later as digital ports. References to "GTA 4 PSP" typically mean one of these scenarios: fan-made ports, homebrew conversions, or users packaging game files (ISOs/EBR/CSO) and emulator fronts into ZIP archives for use with PSP emulators.