psx4droid supports the save files from ePSXe. You can even rip your PS3 virtual saves off your PS3 and convert them to use on your phone. The only thing is you cannot convert them BACK to the PS3 format easily, unless you have a PSP handy. You can either copy over your ePSXe memory card file into the .psx4droid folder, or if you have multiple gamesaves and you would like to put them all onto one memory card, use the utility below.
HTC EVO 4G
32gb Class 10 Card
White Model with Black Battery Cover