Just host your own server of Gmod or TF2 or something. Portal 2 co-op also exists, and there's lots of co-op maps for Minecraft (or play FTB). Kerbal Space Program isn't strictly multiplayer but there's a mod called KMP that lets you host servers, and if not it's fun to just share your experiences anyway. If you have a PS3, you can play LittleBigPlanet 2.