My kids, 6+9 have started playing cooperatively together. They are working on the original Alive-4-Ever and I love the fact that they actually need to cooperate (not like Minigore where you can more or less just randomly shoot stuff). Anything else come to mind?
Only one I can think of is Guerrilla Bob (and of course A4ER ) Not a DSS, but Doom used to have coop multiplayer, it got lost a few updates ago...
You can always have them give Deadlock a try. It isn't exactly coop, it's more online competitive multiplayer. It's free until the update hits tomorrow. With the new update they can join each other's games online and hopefully be on the same team. And yes, I second Guerrilla Bob. It has coop campaign.