You can listen to custom playlists in a bunch of PS3 games.
XMB implementation: High Velocity Bowling, PixelJunk Eden (unlockable), etc.
In-game implementation: Super Stardust HD, Burnout: Paradise, etc.
If you play a lot of mainstream games you might not see it, but most 1st party games or devs that work closely with Sony (read: not EA) have had it for a long time.
There are lists and threads about it on the Official PS Forums.
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