There is a series of LEGO Heroica games consisting of Draida Bay, Waldurk Forest, Castle Fortaan, Ilrion, Caverns of Nathuz and Ganrash (which is a very small game we don't own...yet). We've had all of these games for a while and have played them many times. You can connect all the sets together to make one big adventure or play each separately. We have played every version many times and love them all.
Although these games are supposed to be competitive (according to the rules there is a clear "winner") , Iain likes to think of them as co-ops. It's just more enjoyable if we work together to battle the "bad guys" rather than trying to thwart one another along the way. Besides...as Iain points out...the characters work together in the comic (which is included with each game) so why wouldn't they stand together in the game, as well?
In Waldurk Forest, you become either a Barbarian, Druid or Ranger battling your way through spiders and werewolves to retrieve the Chalice of Life and stop the evil Dark Druid. Collect gold along the way to spend in the weapon shop, work your way through magical doors, find potions, explore treasure chests. It's all great fun.