A coat pocket can handle all kinds of things. The Retroid Pocket 5 is very popular, has a lot of power to emulate up to Dreamcast and even PS2 generation consoles, and runs Android so it’s incredibly flexible. It’s very Vita-like in form factor and will probably be a solid Anything Device. It’s pricey, but it’s a real One and Done machine.

Myself though, I’m partial to the TrimUI Model S (also rebranded as the Powkiddy A66) and the TrimUI Smart. They are older, far less powerful, and lack L2/R2 buttons and analog sticks so you’ll mostly want to stick to pre-PlayStation for the most part, but they’re insanely pocketable. Plus they can be had rather cheaply, so they’re a pretty easy impulse treat.