This past week Volition dug up a canceled relic of the past: Saints Row Undercover, a PSP game that never saw full development and release. The game was intended to be the series' entry into the portable realm of consoles, announced alongside another handheld title that never saw release, Saints Row: Drive By for 3DS. Revealed as part of a documentary short on their Twitch stream, during which they lamented then-publisher THQ's less-than-enthralled reception of the 2009 title, Undercover was originally conceived as a port of Saints Row 2, but then evolved into its own game set between the events of the first two.
Volition has now released the file to game archival site Unseen64 and it is available to download for any PSP emulator. Volition has also released design documents (in the form of this 122 page PDF) for the game, with subheadings suggesting that Saints Row Undercover would have featured co-op play, helicopters, "cribs", vehicle customization, and other features both familiar or foreign to the series as we know it now.
The last Saints Row game, Saints Row IV, debuted in August 2013. Another Saints Row game has yet to be announced.