Pro Evolution Soccer 2013 (PS2) by Konami (Released October 26, 2012)
Sony's last release for the PS2 was 2011 "MLB 11: The Show"
Last notable first party game by Sony "Jak and Daxter: The Lost Frontier" from 2009, port of PSP game. May be wrong about last "notable", correct me if I am wrong.
Nintendo does not have the best history supporting last gen home consoles after the new ones comes out, at least in the US. In Japan where Famicom console (NES's japanese name) was being produced until 2003 and got games until 1994. The Super Famicom (SNES) got 1st party games well into 1998 and 3rd party ones until 2000.