WiiU. Or wait for the Switch.
I own a PS4 and none of my games have any sort of coop, the closest is local multiplayer Mortal Kombat XL which I ordered on Christmas weekend. I've had a look around and there's pretty much nothing in terms of co-op. There are a handful of exceptions like the amazing 2D indie game called Mercenary Kings. I think that one might go up to 4 player? I know the PC version does (which is odd, since PC never get's local multiplayer/splitscreen).
Xbox One is even more atrocious (if only for the fact that previously couch multiplayer games are ditching it), albeit better than the PS4. The Halo remaster should have splitscreen if I remember correctly, even though Halo 5 has completely scrapped it and has no local multiplayer whatsoever. Gears of War 4 also has co-op campaign, and possibly horde too? Not sure on the latter one, since the PC version only has co-op campaign. Otherwise, it does have Xbox 360 backwards compatibility, most of those games have co-op. Our Xbox 360 was the multiplayer platform of choice till the WiiU finally got a few games.
Even on Nintendo, local multiplayer is dying off. Star Fox Zero had none and the same of Mario Maker (which was my biggest complaint with that game and the reason why I refuse to buy it). Hopefully the Switch revives that.