Hard to believe this goes back almost 100 years, but here it is. It was called the Mikiphone, and it played the kind of records that were around back then. Yet it was small enough to fit into a purse or a pocket (although the discs certainly were not!) 

It was crank operated, so no batteries or hydro source was needed, and somehow it worked - although there was some assembly required. The image below is just one of many at the link. 

The 1924 Mikiphone: The World’s First Pocket Record Player