I think several of the Xbox and 360 ones could be shared with PS2, PS3 and Wii, namely:
PS2:
Marvel: Ultimate Alliance
X-Men Legends
X-Men Legends II: Rise of Apocalypse
PS3 nad Wii:
Marvel: Ultimate Alliance
Also Super Stardust for PS3.
I also found a list of best PS2 co-op games as written by IGN: http://ps2.ign.com/articles/427/427229p2.html
Time Crisis 2
Baldur's Gate: Dark Alliance
Gauntlet Legends: Dark Legacy
Contra: Shattered Soldier
Dynasty Warriors 3
Tenchu: Wrath of Heaven
Amplitude
Guitaroo-Man
Wakeboarding Unleashed
Tekken Tag Tournament
SOCOM: US Navy SEALS
Tribes: Aerial Assault
007 Nightfire
007 Agent Under Fire
Quake III Revolution
and the Guitar Hero's
Now, I can't attest for all of those, perhaps someone else can. The PS2 certainly wasn't a great co-op console.
