Found on Engadget. Here, a industrious modder ads the ability to control his PSP through the infamous SNES controller--especially user (and nostalgic) when playing SNES-era games such as Super Mario World and Street Fighter. The entire setup looks very sturdy and even the socket goes in with a satisfying 'click'. And, since the socket pops out of the back of the PSP, it even acts as a kickstand.
For more on how to complete this mod yourself, head over to The Foo Said (blog).