There's a lot of non-mainstream games that nail this and are a lot of fun as well. Pixeljunk Shooter and Trine for example.
LittleBigPlanet is good fun with friends as well. If Heavy Rain counts, that too (Heavy Rain can only be played with one controller, but that still gives you enough means and ways to coöporate; it's a more interactive way and not just gameplay-wise.).
I hope you have a PS3, though. What console(s) are you talking about?