Devil May Cry 3: Note of Naught was just released today (only on PSP UMD)! Its an interactive UMD filled with all kinds of footage!
"This is the long awaited materials archive book from Devil May Cry 3. Contents include character profiles, monster data, weapons, background, etc. The book has a illustration gallery of all the characters.
Comes with a special UMD. The UMD contains all the movies from Devil May Cry 3 as well as lots of behind the scene footages. 143 pages."
Info above from Capcom's official website.