You can't. the only thing I know for sure you can play 4 player co-op on without Live is Multiplayer. Offline Nazi Zombies is solely a 2-player setup. Sorry for the inconvenience.
army of two, cod5 world at war, rockband1 and 2 are a few
Castle crashers!!
Yes there is 4 player co-op for xbox360 and ps3 also there is live co-op.