http://code.google.com/p/android/issues/detail?id=738
Android doesnt support USB master, atleast not yet. The keyboards I saw people attaching were bluetooth keyboards. You just download KeyPro from the market and it will let you use compatible keyboards. So you cant connect usb keyboards, mice, flashdrives, controllers etc.
BUT
http://www.tombom.co.uk/blog/?p=124
So they got it hosting USB, but there are no drivers so it will turn on the controller, but wont work.