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The Army of Two series (Original, 40th day and Devil's Cartel) are a fun series of co-op third person shooters. They're a blast to play with a friend on couch co-op and they're PS3/360 only. Man, how I wish they'd make a new one. Barely any developer supports splitscreen these days.

I'm not the biggest Red Dead Redemption fan but even I think that it's the most famous example of a third party game that never made it to PC.

Tokyo Jungle is a pretty fun short game. My wife loves it lol

Demon's Souls is my favorite souls game (and my favorite PS3 game) though now you could just play the remake on PS5. The PS3 version is still great though!