Need a game without online constraint. With which you have to complete missions together with friends. Something like Spec Ops from COD MW2+ 3 for PS3. It's ok if both have to buy the game, the main thing is to play together! Best not a zombie, but something realistic.
Doom, Brotherlands, Wolfenstein or go to the Nintendo e-Shop go there and set the filter to First Person Shooter or Ego Shooter.
There's also organic shock but I don't have that yet