Allegiance, an online multiplayer space fighter sim that's mentioned here occasionally. Originally published by Microsoft, Microsoft did the right thing and opened the code to the game after they closed it down, so it now has a fairly stable community of 400-600 players.
Pac-Man Vs. for the Gamecube/Wii. One player plays as Pac-Man on a GBA connected via GBA link cable to the 'cube/Wii, while the other players use the tv screen and 'cube controllers to play as the ghosts. The ghosts can only see a little part of the maze in their fields of view on the tv, while Pac-Man can see the entire maze and all the ghosts on the GBA screen. The game is played to a certain number of points, and when Pac-Man is tagged by a ghost, the tagging player gets to become Pac-Man, while the player who was tagged becomes the ghost. I have yet to see a better example of linking a portable and a console for gaming purposes, and the way they evolved Pac-Man from a solitary pellet chomper to a multiplayer party game is beautifully elegant. I'm constantly surprised by the lack of mention that game gets anywhere.
Oh yes, and Harmonix' previous two PS2 offerings, Frequency and Amplitude, that is, if you like Guitar Hero.