How about Left4Dead 2? It shows that supports up to 2 player offline co op and up to 4 player online co op. Not too new of a game, so you can find it pretty cheap.

Portal 2. You won't regret it.

Have already got it and completed it on Single and Co-op modes, fantastic game!

Also I've played L4D and L4D2 a crazy amount.

Been playing Men of War in coop with some mates recently, it's fun if you're into real-time strategy/squad-based tactics. :)

I'll write a list of games I'd also recommend for co-operative games on PC.

RPG:
Baldur's Gate 1 + 2
Neverwinter Nights 1 + 2
Diablo 2 + Expansion
Lionheart _ Legacy of the Crusader (Couldn't get Multi working but would recommend)
Dungeon Siege + Expansion
Dungeon Siege II (Couldn't get it working! Very annoying as I loved single player)
Icewind Dale
Magicka
Mount & Blade Warband
Nox
Dungeon Lords

Shooter:
Killing Floor
Left 4 Dead 1 + 2
Counter Strike Source (VS Comp)
Arma II
Rainbow Six 3: Athena Shield (Terrorist Hunt)
Portal 1 + 2
Doom 3 (Mod)
Half-Life 1 + 2 (Mods)


RTS:
Starcraft 1+2 (VS Comp)
Warcraft III: Reign of Chaos + Expansion (VS Comp + Mods)
Red Alert 1 + 2 (VS Comp)
Age of Mythology + Expansions
Age of Empires + Expansions
Men of War (Haven't played Vashyo mentioned)

These are some co-op games we have played. I'm looking for something brand new and awesome that I've not really experienced before. I'll add to the list if people recommend any more co-op games.

Alien Swarm is free on steam and you could try Shank for something different, Titan Quest is good if you want another hack and slash RPG like Diablo and Borderlands is a fun co-op FPS.

zarx nailed it. Alien Swarm is a lot of fun, very well made, and freeeeeeeeeeeeee. No reason not to give it a try.

Sweet shall give it a try.