I like coop campaign games, some of those I liked most are: LOTR journeys in the middle earth, descent leyends of the dark and gloomhaven. I strognly recommend Gloomhaven Jaws of the Lion. Not the best, but very good and you will get a lot of value for the price, as all these are on the expensive side. Zombiecide is good and a bit lighter. Apart from those, I’m playing marvel champions now, which is a coop card game, great for two, a bit too long with more players.
If you are not sure about gloomhaven get Jaws of the Lion. It’s easier to learn and get to the table than the big box. Not very story heavy and not many decisions, but might be a nice introduction to dungeon crawlers.