Metal Gear Solid Peace Walker: My favorite co-op game ever. I played it many, MANY times with a friend. Whether it was Main or Extra missions, it was always a blast. We always had fun playing the mech missions. Sometimes we tried a stealthy no-kill approach (to capture mechs and soldiers) and we also went full mayhem on them. Thanks to him, I platinumed the game.
Resident Evil 5: I know many have a strong dislike to this game, but doing missions co-op was one of the reason I liked this game. Also, it was one of my first PS3 games back when I bought it in 2009, so I was kind of new playing online.