Ultimate Genesis Collection has a bunch of games you can play together. I played the Streets of Rage games on it with my 8 year old nephew and he liked them.
Played NSMB and Spec Ops on easy in MW2 with him also. I dunno if your brother understands or likes fps games though.
The Lego games are fucking boring. I tried both Batman, Star Wars, and Indiana Jones. He might like them, but you won't for long.