* Rivals of Aether
* Killer Queen
* Duck Game
* Magicka (EDIT: And Magicka 2)
* Overcooked (EDIT: And Overcooked 2)
* Jamestown
* Puyo Puyo Tetris 2
* Teenage Mutant Ninja Turtles: Shredder's Revenge (probably... in a few weeks or so).
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River City Girls is only 2-player, but deserves a mention IMO. Most fighting games (Tekken, Street Fighter, BlazBlue, Guilty Gear, DB Fighterz) seem to be available on PC now, and also work as 2-player games.
EDIT: The "Tales of" series (ex: Tales of Symphonia) is a long-running JRPG series with typically 4-player single-screen gameplay. A fair number of the "Tales" games have been released on PC / Steam. In particular, as a full-length JRPG, "Tales of (whatever)" last for many dozens of hours of story and gameplay. So its a weird standout, but definitely an interesting niche for a game. I can't say I've tried the Steam version, but Bandai is pretty good about Steam ports in my experience. Consider the "Tales" series a 4-player rival of the "Final Fantasy" series. You may have to play a bit before all four characters are available (like "Final Fantasy", you meet more and more characters as the game progresses), but the game usually starts with at least 2 playable characters.