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The developers have done a great job of tailoring the game for multiplayer coop. Matchmaking, while fairly basic, usually finds a game quickly and for the most part there is very little noticeable lag even when playing with players from another country. Also in one of the most convenient additions to a multiplayer dungeon crawler like this that I've seen in a long while, every time a player opens a chest everyone else in the game gains a new item as well.
The only real problem comes from the match making system not knowing what levels you've already unlocked. So if you're coming fresh to the game it'll likely take a while to find a match that won't boot you out after the host changes levels. If you've got a few friends to help you through or can host your own game though you won't find any problems.
Once you find yourself a good team though Castlevania Harmony of Despair really comes into it's own. There are plenty of short cuts and extra chests that require teamwork to get and with enemies scaling depending on how many players are in a match the game remains challenging and fun. It's a great way to spend a few hours with some friends and the pick up and play style makes it perfect for a quick game with some random folks if you need to kill a half an hour.
All in all Castlevania Harmony of Despair manages to bring a normally single player only experience into the multiplayer realm and still retain what makes the series a classic. For the price tag it's one of the best multiplayer games to grace Xbox Live in a while.