Here you will find handhelds that support other OSes than Linux, Windows or Android. Or which have games preinstalled.
The Revo K101 Plus Famicom - one of the best GBA Clones available
The Evercade with the Namco Museum Collection 1 cartridge included.
The Evercade with the following cartridges included: "Namco Museum Collection 1", "Atari Classic Collection 1" and "Interplay Collection 1".