Sony Japan just filed a trademark for "PS Cloud", which, along with some other US PTO filings, point to internet-based "entertainment services" like accessing games online.

Kotaku guesses that it could be something similar to Valve's SteamCloud service that stores your user data, save data and lets you download full games directly from their servers. But if it's something similar to OnLive, the service that lets you play games that are entirely streamed and rendered in a machine hosted somewhere else, that could be interesting as well. [Kotaku]