GOG

Good Old Games

A procedural piracy game, you command a ship to sail the seven seas, either alone or with friends. Explore, do quests, fight pirates, or be one yourself!

A turn-based fantasy RPG in the vein of Baldur's Gate featuring cooperative multiplayer as well as a single player campaign.

A mix of roguelike and classic hack and slash 2d dungeon crawling gameplay, Hammerwatch is the complete package that features single player, cooperative multiplayer online or on a LAN, as well as a level editor-- and it runs on Windows, OSX and Linux and allows for cross-platform play. 
Title is available both on GOG and Steam. Steam has a 4-player pack for $24, but GOG sells each individual copy for $4 right now, so that seems like a better deal.
DRM-free!

This classic sci fi shooter morphed into the multiplayer powerhouse Unreal Tournament, and supported Windows and Macs back in the day, but the processor and operating system transitions left the official Mac versions behind.
There are two ways to play on modern versions of OSX: One is a Cider version available at the Unrealism Zone; the other is a WINE wrapper available from The Porting Team.
Either allows the Windows game from GOG or Steam to be played on OSX, and cooperative mode is supported. 

The precursor to the Bioshock franchise and the sequel to the classic original System Shock, Irrational's best game ever features the only crazy AI who could give Marathon's Durandal a run for his money: Shodan. 
 
UPDATE: GOG has System Shock 2 on sale right now for $2.

Would you like to play a game?
Introversion's recreation of Global Thermonucler War from the 80s classic film WarGames has competitive and cooperative multiplayer modes against humans or bots, and supports crossplatform play.

A 3D shooter that pits the pilot of a ship defending the shafts of mines against devious bots. The game's unique selling point was the "six degrees of freedom" that allowed the player to move freely along all three axes in the game world.
Both Descent and Descent II are available from GOG for Windows and OS X; there is also a source port called DXX Rebirth.