Since you didn't specify which game in the series you are talking about, I have broken this down into the two most likely scenarios.
The most robust "co-op" experience currently available for Metro 2033 is actually found within Garry's Mod. metro 2033 coop mod
Why use it: This is currently the only way to "experience" the story with a friend, as the base game was built strictly for single-player immersion. Existing Gameplay Mods (Single Player) Since you didn't specify which game in the
The mod's developers have announced plans to expand the mod's features and gameplay, including: Use Steam's "Remote Play Together" (where one person