Some ninjas at Davesipaq have figured out how to get the PSP to download podcasts—or blogcasts, if you're crazy. Not much too it, but the principle is pretty exciting.
The PSP treats the podcast just like an audio file, which we'd assume it would do anyway. But the podcast even includes the podcast image and a few other goodies.
Got a Sony PSP use it now to capture Podcasts [DavesiPaq]