because cell phones and many consoles were invented after fairly advanced computers, it is rare to find any programs built into them to perform such functions, as most are set up to use images created on a foreign platform. This is going to be the trend; such programs will not proliferate among mobile devices as it is already easy to use a computer. Far more likely the connection between computers and these platforms will become cheaper, faster, and simpler for the laity, or phones will turn into miniature computers and there will cease to be a distinction.
I do not myself know of any such programs for mobile phones, if they exist they are probably pet-projects of programming students, so places like sourceforge might be a good place to look. A number of paint programs exist for pocket pc's and similar, but those probably aren't what you mean.