A few games that support local co-op play:
Guacamelee: A Metroidvania with fighting game elements; specifically, you perform martial arts maneuvers as your primary mode of attack (it's fun throwing enemies into others). There's some tricky platforming, and unfortunately, some areas don't work so well with two players (though I believe one player could die and turn into a bubble, while the other does the platforming). Also, this game requires complicated button inputs, and you pretty much *need* a controller for this game (for co-op, you'll want a second one).
Crimzon Clover: A bullet hell shmup. What's notable is that, in this sort of game, enemies shoot tons of bullets at you (sometimes there may be hundreds on the screen at once) that you have to dodge. This game is not easy, I should point out.
Tyrian 2000 also supports local co-op, I believe, but I don't know how hard it is to set up. (At least the game won't break the bank.)
Timespinner: Another Metroidvania, this time closer in style to the GBA and DS Castlevania games. Co-op, in this game, is limited to allowing a second player to control the familiar (which, I believe, is obtained the first time you die or after the second boss, whichever comes first).
Also of note: Some turn-based strategy games (like some Civilization games) have a hot-seat mode; in this mode, each player takes a turn, then gets up and lets the next player go (or, alternatively, passes the laptop, if that's what you're using to play the game).