See Persona 1 and 2, as well as the rest of the MegaTen series

Coming back to the topic of canonicity - SMT IV pretty much confirmed what SMT III suggested. SMT III introduced the Amala network, which connect different dimensions to each other, which is why despite many of the games taking place in different timelines, they are actually still connected. SMT IV builds on this saying different decisions just create different universes, meaning all endings to all games are actually canon. Yes, that means even the female path of P3 is canon, even if not to the main Persona timeline.

Also, an interesting thing to note is that all the Persona games take place in one timeline together with the Devil summoner games, which all branched off SMT if..., which is an alternate continuity to SMT 1 where the apocalypse never happened. So Persona is a lot closer to demons roaming wild than you'd think