Do you not have interest in any of the MMOs out there or are you just looking for something more like a traditional RPG? MMO's are really the best delivery of Co-op, open world experiences. Not a lot of regular games deliver that. Borderlands is a series that comes to mind which has Co-Op and large worlds, but it's a shooter. There are other things like Divinity and similar games, but they don't have open worlds like say Skyrim, Kingdoms of Amalur, etc.
If you aren't opposed to MMOs there are a lot of good options and even free ones.