Technically, the SNES version of FF6 is multiplayer. There's an option in the config screen.
I've never used it, though, nor can I imagine it being any fun.
4-6 all have multiplayer, except the English version of 4. FF9 has it, too.
I've played all of the SNES ones multiplayer, and it's actually pretty fun! Especially in 6, where one person can control the character on the map, and the other in towns. It sounds hokey, but I like it! The only annoying part is that the game tends to shuffle up which characters belong to whom whenever the party changes.