An untitled Sly Cooper game was being developed by Vigil Games (known for developing the Darksiders series) for the PlayStation Portable around 2005, following the release of Sly 3: Honor Among Thieves. However, it was canceled early into development.
Very little is known about the game, as it never entered production. However, both Joe Madureira and Ryan Stefanelli, the co-founders of Vigil Games, talked about the pitch. The only material relating to the project that was released are several pieces of concept art. As the art depicts many different time periods, from the 19th century back to a period with dinosaurs, it is likely that the game's plot would have followed Bentley's invention of a time machine, similar to Sly Cooper: Thieves in Time.