Check out the date the first Monster Hunter Portable came out. Most of Capcom's support for PSP came in those first two years. The rest of the platform's life cycle was pretty much just Monster Hunter. No DMC, no Onimusha, no Resident Evil, etc.
List of Capcom games on PSP (on US)
Darkstalkers Chronicle: The Chaos Tower PORT
Mega Man Maverick Hunter X PORT
Street Fighter Alpha 3 MAX PORT
Mega Man Powered Up REMAKE
Viewtiful Joe: Red Hot Rumble PORT
Capcom Classics Collection Remixed PORT
Monster Hunter Freedom PORT
Ultimate Ghosts 'n Goblins REMAKE
Capcom Classics Collection Reloaded PORT
Power Stone Collection PORT
Capcom Puzzle World PORT
Monster Hunter Freedom 2 PORT
Harvey Birdman: Attorney at Law PORT
Monster Hunter Freedom Unite PORT
Fate/Unlimited Codes PORT
Mega Man Dual Pack PORT
Monster Hunter Freedom Dual Pack PORT
List of Capcom games on PSP (on US) that are not ports or remakes:
None. (that is exactly the same number of exclusive PS3 games that capcom made, or the same number of capcom multiplatform where PS3 version is better than the 360 one)
And we're talking about a console that sold a lot of millions. Mostly on Japan, but a good amount also on US, specially the first years.
So good luck looking for any Capcom game on Vita. And a guy made a thread about Capcom being working for WiiU, like it was something unexpected...