This is a bit late as I only saw your thread this morning, but as a guide for the future, good co-op games on the 360 Ive enjoyed...
Crackdown, Gears Of War 1+2, Halo 3, Halo Reach, Rainbow 6 Vegas 1+2, Lost Planet 2. Also, although I haven't bought the full XBLA games I can recommend both The Serious Sam HD Arcade games(played and completed them both on co-op on the PC round a friends - great fun), and The TMNT Arcade game on Live is well worth a blast(one of my favorite arcade games of all time when I was a kid).