Some examples, from ore trivial to more profound:

In Pathfinder, there are teamwork feats that provide large bonuses if multiple characters have them and work together.

In Spirit of the Century, in character generation you specifically include other PCs as "guest stars" in parts of your origin, linking them with common experiences (and, optionally, skills).

In Dresden Files, creation of the setting the PCs are in is a group activity.

Committee for the Exploration of Mysteries is a GM-less game with major game mechanics that are basically group voting both to decide on the hazards in play but also to rule on whether other PCs' narration is acceptable.

Some examples, from more trivial to more profound:

In Pathfinder, there are teamwork feats that provide large bonuses if multiple characters have them and work together.

In Spirit of the Century, in character generation you specifically include other PCs as "guest stars" in parts of your origin, linking them with common experiences (and, optionally, skills).

In Dresden Files, creation of the setting the PCs are in is a group activity.

Committee for the Exploration of Mysteries is a GM-less game with major game mechanics that are basically group voting both to decide on the hazards in play but also to rule on whether other PCs' narration is acceptable.