KH = Kingdom Hearts, it's a RPG game from Square Enix.
Square Enix have also made games of Final Fantasy.

The story is about a boy that wears a keyblade. (google it!)
He goes to the Disney worlds and have to lock the world because the Heartless going to take over the WORLD! bla bla bla

Kingdom hearts 1 and 2 is only avaible for Playstation 2.
Kingdom Hearts Chain of Memories is avaible for Gameboy Advance.

SOON:

Kingdom Hearts 358/2 for Nintendo DS.
release: may 2009 in Japan.

Kingdom Hearts birth by sleep for PSP.
release: TBA

Kingdom Hearts coded for mobile.
release: TBA

Do you know something about KH for PS3?? I've read several articles, and it was going to exist... but I don't know what happened... I NEED IT!!!

I think the new game comes out either september this year, or May of next year. I don't know about the one for PS3, but the one for the Nintendo DS is called 358/2 days: I wont go into detail, but it covers Roxas's time in the Organization.
Hope that helped =3