Unfortunately, the only way to legally play Katamari Damacy outside of Japan involves moving to the U.S.; it's only out there, and only in region-locked PlayStation format. And with governments cracking down on the economic terrorism of modchips all across McWorld and Sony not deeming Katamari to be worth releasing in other territories, this looks unlikely to change.
However, an enterprising hacker has created a simple Flash game based on Katamari Damacy. It's very rudimentary; for example, it does away with the whole 3D thing and all the scenery, not to mention any sound, and merely involves the player rolling a ball around in 2D, collecting increasingly larger objects, which get stuck to it. Unfortunately, it only goes up to telephones, so eventually you end up rolling around picking up speck-sized telephones.
I wonder how long until some penguinhead tail-light chasers decide to do a FreeCiv on Katamari Damacy and make their own (perhaps with a gnu or a penguin pushing a ball around, or even filling it with unsubtle anti-Microsoft propaganda, à la FreeDroid). Bring it on, I say.