A couple other games besides TNA have co-op modes. One is Lexy Lightspeed: Escape from Earth on the P3 (I believe this was out even before TNA), and the other is Alice Cooper's Nightmare Castle (seems Spooky is making it a standard, which is cool by me). Here's some gameplay examples from our streams:
Lexy Lightspeed (skip to 49:41 if the link doesn't take you right to it.):
Alice Cooper: