The BF and I just finished Limbo on the XBOX 360. It's single player, but the game design is so fascinating and beautiful/dark/creepy it's a pleasure to take turns playing and just watch the action. It also helps to have 2 minds working on the puzzles, which are more intellectual than skill-based.
Be warned though that puzzles failures tend to end in gruesome deaths. This game is not for the faint of heart.