Hi everyone!
Steam just added a new feature called "Remote Play Together" that will allow you to play local games, but online with friends!
You only need 2 things: the game (one person is enough) and a good Internet connection.
How to play with Remote Play Together?
Right click on a friend in your Steam friend list, and pick the "Invite to Remote Play Together" option, it's that easy. You'll be connected through the cloud to the same game, like if you were playing locally together.
However, the Remote Play Together feature is still in beta, and requires to be on the beta channel of Steam updates.
How to enable Steam beta?
Go to your Steam settings.
In the Account tab, click on "Change" and opt-in for Beta participation. Steam will then restart and you should be good to go! It is also the occasion to see the new Library if you haven't seen it yet.
Have fun!