Update #2: It sounds like there may still be a problem downloading Tomb Raider 4. Again, please let us know if any other PSone Classics aren't downloading to Vita properly for you. There's plenty of chat going on below.
Update #1: Sony has now replied to say it was aware of a problem downloading Final Fantasy 7 and 8 directly to Vita that has now been "resolved".
As many of you pointed out below, there no longer appears to be a problem. In fact, the problem was cleared up before this article appeared. So, I've been a silly boy, and I'm sorry for any misleading reporting (if you can call it that, embarrassment, blush).
Do please let us know if there are still any ongoing issues, though.
Original story: Eurogamer's received numerous reports that PSone Classics can't be downloaded directly to PlayStation Vita.
Instead, you must download them via PS3 and then transfer them to Vita. That's not only inconvenient, it's a brick wall of a problem if you don't own a PS3.
Wrote Eurogamer reader David: "I'm surprised no one has picked this up. Sony released a ton of PSone Classics on Vita yesterday and a lot of people bought them for nostalgia's sake.
"The problem is, even though the games say they are compatible with PS Vita, once you purchase them and click the download button it tells you the games cannot be downloaded with a PS Vita.
"Personally, I bought Final Fantasy 9 and can't download it. The apparent solution is to download it via a PS3 and transfer it over. The problem is that many people don't own a PS3 (or in my case have a broken PS3), so we're spending money on games for the Vita that we cannot use.
"Maybe an article and a comment from Sony will get the problem fixed?"
Good idea. I couldn't get through to Sony on the phone, but I asked via email and will shout when anything comes back.
Eurogamer reader Mad Wolf experienced similar problems: "Some PSone Classic games brought from the Vita store app are not downloadable on the Vita itself, needing a PS3 to be able to download it.
"Not great if, like me, you don't own a PS3 and have just bought the games from the Vita app store not knowing any different (no warnings on the product page). Two games I've just spent money on and can't download are Final Fantasy 7 and Soul Reaver."
Vita welcomed PSone Classics support via a firmware update earlier this week. There are loads of old PS1 games to play, so our Tom Phillips made a list.