PS3 game Ninja Gaiden II Σ has costumes, and better yet, co-op. There's an all-new "Team Missions" co-op mode.
"Mission Mode" was introduced in the first Ninja Gaide Σ, but it wasn't co-op. This new mode requires two players (Online 1P+1P or Offline 1P+CPU), and there are over 30 missions.
According to the game's producer, "The rule is simple: if one of the two players dies, it's game over." Game footage below.
Ninja Gaiden Sigma 2 – "Team Missions" Co-op (with video!) and More [PlayStation.Blog Thanks everyone who sent this in!]