try Rengoku II
also, I haven't played them but there's Gangs of London and The Warriors. Some of my favorite PSP games are free roaming driving games, but I guess that's not what you mean. I'm not 100% sure what you mean, since GTA and Kenka Bancho are not really the same, but I'm assuming you're looking for games with melee combat. In that case, there's Pirates of the Caribbean: Dead Man's Chest which I actually found fun believe it or not.