Instructions
Rescue Denise in the Burning Desire mission. Afterward, travel to her house; a two-player icon is visible on her porch. To start two-player mode, stand over the icon and press the start button using the second player's controller. The same sequence activates other two-player mode locations throughout the game.
In the Ganton area in Los Santos, go to Johnson's house and drive under the bridge until you reach the railroad tracks. Continue straight until you pass under a second bridge and take the first right. Follow this road until you reach grass, and then go left until you enter an open doorway. The two-player icon can be found here.
In San Fierro, head west from CJ's garage past the construction area until you reach a large building with a parking lot. The two-player icon can be found on the building's right side.
In Bone County, go the the abandoned airstrip and head northwest until you reach the road. Head south until you see a building with a balcony that goes all the way around it. The two-player icon is half way around the balcony.
In Tierra Robada, travel to CJ's safe house in El Quebrados. Follow the street south until it turns left around a building. Find the two-player icon on the south end of this building.
In Whetstone, travel to the General Store in Dillimore. The two-player icon is located there.