In this collection I gave gathered some useful map UI elements in editable vector format. So most of these items come in fully layered vector PSD files with layer styles intact. In that way you can easily edit and customize the map elements. You might also want to take a look at these vector map templates. And if you want to create a really cool map you can try these outstanding 3D Photoshop map creators
You might also be interested in this collection of map pin with free PSD files.