In the early days of video games, it was common to be able to play with two players locally. My buddy and I had a lot of fun with the likes of Contra.
Now it seems that local coop games are an after thought and very few games do it. Of course, online multiplayer makes more sense nowadays but old style coop still has its pluses. Have you guys played It Takes Two? It's perfect for couples because the game was specifically designed for cooperation.