Borderlands. The first one. The game is amazing by yourself and slightly better with friends. It's not meant to be worse either way. It's just a lot of fun.

The later BL games were made the same way, but I haven't found any of the sequels (/"Pre-Sequel") to be as engaging as the original. They are bigger and more ambitious, though, with BL2 being a fan favorite. I just really like the Soldier (Roland) from the first game. The other games don't have a character I like playing as much as him, so I'd rather join the original rather than settle for a lesser character.

Actually, the best co-op game is Brothers: A Tale of Two Sons. It's played with your left hand and your right hand. I'm being a bit of a smartass, but technically it does qualify as co-op because two characters on the screen are being independently controlled and they must work together. But it is specifically designed to be played by one person. Your dominant hand should control the older brother, with the analog stick moving him and either trigger doing the action, whatever that may be (it's basically a one-button game, plus the stick). Your other hand controls the younger brother, same thing. So naturally the older brother runs straight and does what you expect but the little brother tends to stumble and waver. All intentional. Also, don't bother with the remake. It breaks a few things and honestly doesn't look much better. Different art style, not better. Just play the original. You can get it on GOG on sale all the time for like $2-3. Also, it'll take ~4 hours to complete and you'll probably never want to play it again (but recommend it to everyone). I actually bought the remake (mistake) and had my wife play it. For the hell of it, I speed ran both of them (this was on Xbox) for the achievements. Then I did the same on the original. Interestingly, you do not have to complete the game to get all the achievements! You don't even have to complete the final fight, or do the climactic scene before the final fight. Before you're even aware the climactic scene is coming, you sit on a bench and blip, there's the last achievement, if you're doing an Achievement% run, that's when you call time. (I'm not a competitive speed runner. I just did the runs to pop the achievements before uninstalling them.)