The Epic of Gilgamesh
Plot takes place during the story of Gilgamesh. Your job is to travel the world and collect all of the greatest treasures man has ever made and/or taken from the Gods. You're also searching for immortality, in which the Gods are constantly trying to kill you because of your pompus nature and bastard child status, being only 2/3 God yourself.
The entire game would be co-op, except the first level, which would be a prologue in which you fight who will soon become your best friend: Enkidu. The two of you destroy half your city wrestling eachother into submission and would fight until one person is out of life. The rest of the game would be awesome co-op action where you try to survive all the mythical beatss the Gods send your way as you travel through Persia, Rome and the Nordic lands.
Variety of settings + amazing story + brotastic co-op = Best. Game. EVAR!