Sure, Dragon Quest IX only has local multiplayer, but it does have multiplayer! This is a video of it.
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Each player controls his or her avatar, and it is possible for up to four players to play together via the DS's local WiFi connection. Players can stray from their party, but it might be best to stick together...
The game will be released next month in Japan. No word on a North American release yet.
So, This Is What Multiplayer Dragon Quest IX Looks Like [Siliconera]