Are there pocket pc games?

I was just curious as to whether or not they put like games on micro sd cards. Sorta like a chip for sega or snes but a micros sd card for a pocket pc. For example, you'd by the game resident evil 5. You'd take out your regular micro sd and put in the game. Then it would load on the today screen and then you'd click play. Then you'd play like any handheld system. When you got down you'd pop the game out and put your memory card back in. If they don't do that, they should