It is so fascinating to watch people like this at work. This video is a little long, but for those interested in such things, it is beautiful. This individual shows how to take the original Sony PSP completely apart and then installs a TV Tuner on it. It is amazing that people like these exist.
Note: this is for the original PSP and not the PSP Slim.
Furthermore, for those that do not own one yet, the new PSP Slim is now available in Europe.