I'm thinking a smaller RPG than an MMO, but Neverwinter Nights has Co-op play.
As for FPS coop, there's Halo for the PC, and you can also look into Joint Operations Typhoon Rising and Joint Operations Escalation. Some of the other Delta Force games have it as well, but as a mod. Black Hawk Down and Team Sabre come to mind.
I've heard that Rainbow Six has decent coop, but I've never played it.