When will they do Tomb Raider: Underworld for PSP...?

no i dont think so. Developers very rarely make games for another console once the game has already been released. Just because they'll be working on whole new games and the market just wouldn't support the venture enough to make it worthwhile (anyone who wanted the game got the needed system for it). But there always is the chance they will: for example, age of empires 2 came out on the pc ages ago, then was released 2 years later on the ps2: you may be in for a long wait.