For the first time yesterday, I tried playing RetroPie games online with a friend. I can say it's totally worth your time! We played a few rounds of NES Tennis in co-op and we couldn't stop laughing from the dumb fun we were having.
We achieved this by following the instructions from this page: https://github.com/RetroPie/RetroPie-Setup/wiki/Netplay
SNES games like Super Mario World were pretty laggy, almost unplayable.
NES games, however, only had few frames of lag, making them absolutely playable.
Try it out, I hope you will have as much fun as we did!