One example is the Multi-State Lottery Compact (which operates the Powerball lotto game in numerous states).

Article I-Section 10, Clause 3 of the U.S. Constitution specifically permits states to enter interstate compacts. In fact, there are hundreds of major compacts currently in force (and thousands of minor ones).

Some more examples
Interstate Compact on Educational Opportunity for Military Children 

Interstate Compact for Juveniles 

Interstate Compact for Adult Offender Supervision 

Surplus Lines Insurance Multi-State Compliance Compact

Interstate Compact for the Placement of Children 

Emergency Management Assistance Compact

Midwest Interstate Passenger Rail Compact 

Great Lakes - St. Lawrence River Basin Water Resources Compact

Interstate Compact on Thoroughbred Horse Racing