Rockstar's Bully, Red Dead Revolver and Midnight Club 3 are all available on the PlayStation Network, as of now.
Bully (or Canis Canem Edit, as it was called in Europe and Australia) is my personal favourite Rockstar game ever, an open-world game casting you as a boy trying to survive school. Midnight Club 3: DUB Edition Remix is the third game in Rockstar San Diego's racing series, set in Tokyo, Detroit, Atlanta and San Diego. Red Dead Revolver was the first game in the Red Dead series, originally released in 2004.
The games cost £7.99 in the UK and $9.99 in the US. It's 9.99 in Europe and AU$15.95 for Australians.