Sorry I did't reply back again earlier.
I'll 2nd the recommendation of Pandemic for a very good co-op game, although I'm of the opinion that in order for adults to get a decent challenge from it you need the On the Brink
expansion. If you like Tolkien's Middle Earth, the Lord of the Rings
boardgame can be fun for co-op.
For something with a bit of a Lovecraftian horror flavor Elder Sign
can be a fun co-op experience, but it's fairly light on theme. Along the same lines Arkham Horror
nails the Lovecraft theme in a much deeper way, but it's rules are crunchy and it takes a long time to play - well worth it though. There's also the newer Eldritch Horror
that many seem to enjoy, but I personally haven't played it.
Another good co-op game with a Fantasy setting is Legends of Andor
. Just be warned that it has a time-limit play mechanic that a number of players don't like. I've played it with my kids a number of times and they've always enjoyed it, despite often losing. And of course there's the 3 Dungeons & Dragons adventure games (Castle Ravenloft
, Wrath of Ashardalon
and Legend of Drizzt
) that nail the feel of playing the RPG quite well.