I hadn't investigated it, but with PSP saves so easy to pull directly from the machine and compress for download I felt sure that repositories for the files were readily available. We just got back with our Hot Shots Golfs, and we enjoyed the single course that was available to us - but if our choice now is to play hours and hours of the single player to get more or download a .zip archive from the Internet, it can't be hard to guess my preference.
No downloads available yet for the US version of Hot Shots, and the Japanese one didn't work quite right, but if you're ever in need of this kind of shit hit up PSP Vault and PSP Saves. They're both a dream to use.
(CW)TB