While there is no official Forza Horizon game for the PSP, the community has developed several "updated" ISO mods that overhaul existing racing games to mimic the Forza experience. The most recent versions, such as those labeled as "Forza Horizon 4 Deluxe Edition PPSSPP Mod"
Additional Tips and Tricks
Check out the visual quality and gameplay of these fan-made PSP ports in action: forza horizon psp iso updated
Save Data/Textures: Most updated mods require a separate "Textures" folder. Place this in PSP -> TEXTURES on your memory stick to see the Horizon-themed graphics. While there is no official Forza Horizon game