I guess the title says it all. I played some Call of Duty: World at War with a friend, co-op online when it came out. It was fun, but as far as I could tell we couldn't save our progress. Recently we both picked up Resistance 2 thinking it had a campaign we could both play online. That game doesn't do the campaign, just individual levels I think. So what games are out there that we can run through together online and save our progress so we can play bits at a time?

First game that comes to mind is Resident Evil 5. Not sure if my friend has any interest in that one or not, though. Any other suggestions? Bonus points for older games that could be bought on the cheap. (Not a requirement, though.)