Some examples, from ore trivial to more profound:

In Pathfinder, there are [teamwork feats][1] 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][2], linking them with common experiences (and, optionally, skills).

In Dresden Files, creation of the setting the PCs are in [is a group activity][3].

[Committee for the Exploration of Mysteries][4] 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.


  [1]: http://www.d20pfsrd.com/feats/teamwork-feats
  [2]: http://www.faterpg.com/dl/sotc-srd.html#phase-4-guest-star
  [3]: http://www.faterpg.com/dl/df/citycreation.html
  [4]: http://Committee%20for%20the%20Exploration%20of%20Mysteries