A patent filed by Sony back in November 2009 (and recently published) with the USPTO seems to indicate that the company was once exploring methods of integrating its colorfully-tipped Move controllers into its handheld video games. The patent in question is for a dock which, in an attached illustration, fits a folded-shut PSP Go. The dock includes a built-in camera which functions like a PlayStation Eye, detecting Move controllers in a narrow radius in front of the dock.
If Sony's actually looking into developing this peripheral, it's far more likely that they're doing so for the NGP rather than the nearly-defunct PSP Go. If it is a real thing, though, it's definitely going to bring up some intriguing metaphysical questions. For instance: Is a handheld gaming device still a handheld gaming device when it's not hand-held?