There are not many that I am aware of here, and most of those are SNES zelda clones of one form or another (most meet the attempts at Chrono Trigger first). Depending upon what needs to be done it can be quite the reworking necessary for this, though for some simplistic stuff (think making the equivalent of tails in sonic 2 and 3/knuckles where you are essentially spawning in an immortal or basic NPC that can't open doors/go to new zones, especially if the game already has an NPC there already) it can be a bit easier.
You can come the other way and rig up emulators to do things as far as savestates (when someone dies or finishes a level it will know and reload to allow your mate a go), combine emulators in various ways (shared inventory, lives and what have you, or even harm your fellow player in some way), combine them for timing challenges, set up controllers so a given character in battle (think Final Fantasy, though turn based strategy is also good here) is controlled by a separate controller and may be able to do map movement as well. There are also a few challenge builds of emulators where people will set challenges within a game, and many of those are some variation of this, or use an existing co-op game in that manner, though I have forgotten the name right now (they are somewhat popular on some of the charity events)... think some of the warioware 9 volt things but slightly longer and with all sorts of games for an idea of what goes here.
I don't really have anything terribly official I can link for the emulator stuff, with most of anything I see here typically being done on a game by game basis by individuals on fan sites for those games. You will typically start out with some of the lua using emulators (so tool assisted speedrun people being where you would look, unless it is NES and in that case FCEUX has lua stuff baked into the stock builds).
For the synced stuff then any cheats almost by definition have the location of the thing in question baked in (hard to have infinite ammo if you don't know where it is) so use those to find the things you want to share in this, now have emulators sync memory every frame or whatever. For a more advanced tweak if that is going to increase hardness of the game you can mod more traditionally or do other things, assuming there is no general hard mode in the game.
Alternatively all those cheat finding programs people attach to programs (emuhaste, artmoney...) can occasionally be bashed to do something things -- if you are running the same version of emulator then it will hopefully store the internal system memory in the same/predictable location such that you can duplicate various parts of it).
For the simple level savestate stuff then lua again will be wanted as it is easier to make things do if this then that type setups. Depending upon what goes you would make a savestate or two (or more) slots for each player, and maybe see about disabling certain inputs (TAS people caring about inputs so they tend to have something there).
Score stuff should just be a matter of syncing a savestate load command.
