You mean going online against others with a friend on the same console? Only one I can think of is the Resistance series but the servers have shut down.
If you are specifically looking for online co-op/split screen co-op:
Borderlands 1 and 2
Left 4 Dead series
These are really really good co-op online. I am sure there are more.
Have a look on Co-Optimus.com - they let you choose by system, number of players, split-screen/online.
Can think of a couple of good Xbox games you can play split screen online against other, but those games aren't on PS3. I think some of the Call of Duty games you can play split screen online, but I am not 100% certain as they vary from developer to developer.
The one we (the wife and I) were pretty active on for a while was Starhawk. Requires a second account on your PS3 - achievements are tracked per account...