Ah, Borderlands is sweet.
So is Portal 2, but Killing Floor is fantastic. I love it, shame I don't have the full game. I got the 10 day thing from Budokaiman who also sent it to my brother Shadowtroid. He got the full game and sent me another 10 day thing. I never did get the full game, and I certainly won't have the money for it anytime soon. (My steam is Cormorant5 if anyone is feeling generous

)
I can't think of another co-op game I've truly enjoyed... LFD2 is a great game, but I'm terrible at it. Terrible terrible terrible, so I never really enjoyed it. And Minecraft/Terraria have online modes that can be co-op if you go on adventures with them, and don't just build or mine or whatever crap.