The PS2 and XBOX versions have a 2 player co-op mode on one machine but neither has online multiplayer. If you have two controllers, you can do multiplayer drivebys and rampages. You can't play missions. It's not split screen, so you have to stay close to your opponent and only one player can be driving a vehicle at a time. It's not great but any multiplayer is better than none and it's good to see Rockstar at least making an attempt at a multiplayer mode again.
There is no official online play in any version of San Andreas but there are many unofficial multiplayer mods for the PC version. The majority of them are very buggy or never even got to the release stage but SA:MP and MTA:SA are worth a try.
Early stages or not yet released
GTA: Online - forum was down last time I checked
No longer actively being developed and only listed for historic reasons.
SA Party - binaries and Delphi source code
Bounce-Multiplayer - 0.12
GTA: Rumble - 0.2b - No longer being developed. Forums and download still up. Fan site .
Online Andreas Reloaded - 2.0 - binary no longer works. VB6 source was available but now it just links to RPG Andreas
gtaTournament SA - 0.3c - Cancelled - Dracoblue now runs SA-MP servers and writes SA-MP scripts.
2 player co-op on 1 PC - Requires two USB game controllers
Stunt Andreas - 0.9.9.9 - site down
These mods have not been released and probably never will be
Multi-Mayhem - Redirects to RPG Andreas
San Andreas 2 player
GTA Sync'd - Dustcrazy
Net.Andreas - site down
San Andreas: Stunt Multiplayer - site down
SanAnarchy - site down