Apparently, the Game Boy Advance can now play feature-length movies without the additional movie player. Where have I been? From the article: “[The GBA] has been capable of playing movies with the GBA Movie Player for some time. However, it often requires a lot of technical knowledge, and extra hardware. But Majesco now also provides full-length movies on the GBA, and it doesn’t require any additional hardware to play.”
Regarding the quality of the feature-length films the author writes: “If you’re paranoid about the quality of your video, then playing it on the GBA is probably never going to be your thing. However, it works, and after a few seconds you stop noticing the quality of the video and simply enjoy the movie.”
Official Majesco GBA Video Site 
[Source: About]
???
The Play-Yan Micro lets you watch movies that are stored on an SD card, and the product is actually supported by Nintendo- it’s been out for quite a while in Japan but I wonder if it’ll ever come out here. If GBAs, GBMs or Nintendo DS’s were bundled with this funcionality the PSP would have nothing to hind behind as far as features are concerned.
Darkenedjib
Lets clear some thing up. GBA videos come in GBA cartridges, meaning you need to buy videos of low quality and can only be viewed on your DS/GBA. Some Nicktoons, and Pokemon eps have been available for some time, though largely unnoticed.
I have a GBA Movie Player, and in no way is it hard to use or requires technical knowledge. Files are stored on cf cards, simply convert a movie/song into gba format (few simple buttons) and drag them into the cf card. Advantage of this is that you can erase and rewrite many times over with new video and music. Also you can download pre-converted video from sites like GBATMW (legally of course!), saving conversion times. Plus, the crystal engine which comes with the thing produces beautiful video quality, with anime video even matching PSP quality (when converted in high quality).
PSP already has nothing to hide behind, Sony are receiving more and more competition in every department of the company. Gaming, you have DS and GBA. Portalbe Media: iPod, Gizmondo, GP2X etc, all able to play videos in good quality.