For the Xbox 360, Gears of War has a very good cooperative mode where two players can play through the whole game together. Halo 3 has this feature but it is not nearly as good.

If you are using the Xbox 360, Call of Duty 4 - Modern Warfare would be a great game. You can even play online with other users and still be on the same team!

Thanks for the answers!

I'm not sure waht system you are using, but for the Playstation 2 there is - Twisted Metal: Black, Baldur's Gate: Dark Alliance, Time Crisis 2, Gauntlet Legends: Dark Legacy, Contra: Shattered Soldier, Time Pslitters 2, Conflict Desert Storm, Dynasty Warriors 3, Project Eden, Vampire Night,Ninja Assault and Silent Scope: Dark Silhouette.

For the PS3, I would check out Resistance: Fall of Man, I think that tile has cooperatvie gameplay and it has some of the best graphics for that system.