JCD-Bionicman: I was looking at the Commandos series for a coop game, but none of the others caught my attention. Let me know if one should.
As for multiplayer games, I have no idea. My brother's one of those short-attention-span types. Ironically, he is interested in playing Commandos, we'll see how that goes.
My favorites here are Neverwinter Nights, Darkstone, Empire Earth and IL2. All have awesome coop.
NWN -- you can co-op the main stories (and many downloadable ones that have exceptional quality).
Darkstone -- you co-op the main story.
Empire Earth -- You can co-op against a computer opponent in a skirmish. A small game can last an hour or two, a big one can go for a day or two.
IL2 -- You can co-op in an airplane WWII mission. If any of you get shot down, you're dead forever. So it forces you to rely on each other to cover one another and get the mission done. I've heard of folks online that have done massive co-ops for this (like dozens of players), but I've only done it with my bro.