Don't worry - even if you deleted Kojima's P.T. you can reinstall it!
It also means that the teaser title for Silent Hills - creepy demo P.T. - has been pulled from the PSN store. As arguably one of the last projects Kojima made which wasn't meddled with, it's an important artifact, particularly as the main game will now never be made. It's gone, but it you installed it before, it may still be haunting your system. Here's what happened when Eurogamer's Ian Higton removed the game. He doesn't seem happy about it.