Are you looking for a possible Co-Op RPG for PS2? Or just any old Co-Op game?
Anywho, good PS2 RPGs I've ran into are Shin Megami Tensei: Persona 4, Kingdom Hearts, Disgaea 2: Cursed Memories, Tales of the Abyss, Rogue Galaxy, Shin Megami Tensei: Digital Devil Saga and definitely Xenosaga.
EDIT: For PSP, I liked Jeanne D'Arc, Popolocrois and Disgaea.
