I assume you mean turn-based? PS3 native, the only one I recall offhand is Valkyria Chronicles, as noted.
R.U.S.E. (which has a silly name only referenced once in-game as its title) is not too bad for a WW2 RTS console game. The devs went on to create the upcoming European Warfare: Escalation. Bladestorm is another very fun RTS RPG, effectively Kessen 4 but set in France during the 100 year war instead of Japan's Shogunate Wars or China's Three Kingdoms (where the producers, Koei, prefer to set their games.)
The PS3 will play any PS1 game, though, and there are numerous old turn-based games for sale used (and online through the PSNetwork), including I kid you not a faithful import of Panzer General 1. (Slightly upgraded for hotseat multiplayer iirc, although I've never used it for that.)
There is a software emulator available for free on the PSN however that allows some PS2 titles to play; and late last year they started working to convert old PS2 titles to PS3 native (I think), as a sort of side-effect of upgrading other more famous PS2 titles to PS3 native high-def. (One of which is actually a tactical port from the PSP, Metal Gear: Peace Walker.)
The Playstation library of strategy titles, realtime and turn-based, is relatively large for a console, but you have to be prepared to milk the back catalog through the PS2 and PS1 days. And put up with some strange old-school graphics and insane Japanese plots sometimes (even in highly regarded games like Final Fantasy Tactics and its PSP remake, the latter of which hasn't been ported to PS3 yet, but the former of which is available.)
Gameranking's list of PS1 strategy games (plus all subgenres), sorted in descending average review score. Quite a few of these are available directly from the PSN: http://www.gamerankings.com/browse.html?site=ps&cat=45&year=0&numrev=4&sort=0&letter=&search=
List of PS2 games. (I'd rank Dynasty Tactics 2 and Gladius much much higher, personally. Those are absolute must-buys for a PS strategy gamer, featuring respectable graphics and in-depth turn-based play): http://www.gamerankings.com/browse.html?site=ps2&cat=45&year=0&numrev=4&sort=0&letter=&search=
List of PS3 games. (I have no idea why ValChron isn't on this as it's totally a strategy game, but whatever.) http://www.gamerankings.com/browse.html?site=ps3&cat=45&year=0&numrev=4&sort=0&letter=&search=
A sad proportion of the latter list are tower defense games (not that there's anything wrong with those); but I know of several which aren't on this list even though they ought to be if TD games are included.
I'll poke through the actual games I've bought at the house, if I recall, when I get home. I don't think the PS3 has lived up to the reputation of its predecessors for RT and TB strategy games. But you'll get a good week out of ValChron anyway. {g} And Bladestorm is good for another two or three weeks easy. Both are high-production titles.
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