Saints Row Undercover is a canceled title for Sony's handheld PSP. Publisher THQ dropped the game for some undoubtedly complicated business reasons, despite studio Volition having virtually completed development on the title. Flash forward to the year 2016, and not only is Saints Row Undercover a thing we know about, but we can actually play it, too, so long as you have a PC (of course you do) and a PSP emulator (easy to get).
Following a livestream earlier this week demonstrating the build, Volition handed the .iso file to Unseen64, a website dedicated to the preservation of canceled and / or obsolete games. PSP emulator PPSSPP reportedly runs the game smoothly on PC, so if you're keen to take a look, download the emulator and give it a crack.
I've not tested the game myself, so I can't confirm whether it's worth checking out or not. My gut feeling is, if you're interested in the history of abandoned video games, you'll want to have a look no matter what.
According to Unseen64, "the plan for Undercover was to create something similar to the GTA games for the PSP, keeping the core gameplay of the series, with crazy gameplay, a fun world to explore, character customization and coop multiplayer. The game would have had 20 main story missions to complete, along with the usual SR side activities to earn respect points."