Assassin's Creed III: Liberation
Vita exclusive, takes place in the 1760s in New Orleans.
It's also the first game to have a female lead character.
I have now decided that I have to get a Vita, because I must have this game. I've been saying forever that we need a game with a female Assassin as the main character (and I got a lot of texts/messages from friends asking if I'd seen this yet when it was announced tonight XD).