Any game where you can both control a character on screen at the same time, cooperatively.

Disney's Magical Quest 2, Starring Mickey & Minnie
Disney's Magical Quest 3, Starring Mickey & Donald
Gooftroop
Mystical Ninja
Kirby's Dreamland 3
Teenage Mutant Ninja Turtles IV - Turtles in Time
Bomberman 1 through 5
Donkey Kong Country 1 through 3 (Not simultaneous play, but turns are frequent enough to still be fun coop)

Bubble Bobble for the NES is worth mentioning as well.