The Adventures of Cookie & Cream

"The Adventures of Cookie & Cream, known as Kuri Kuri Mix (くりクリミックス Kuri Kuri Mikkusu) in Japan and Europe, is a multiplayer, action/adventure videogame developed by From Software for the PlayStation 2.

Story:

Cookie (known as Chestnut in the European and Japanese versions) and Cream are two bunnies who are on their way home on the eve of their clan's 'Moon Festival'. However, during the way, they meet a messenger who tells them that the moon is gone and that if no one finds it there will never be another festival. After each of them is given a crown as a symbol of courage by the mysterious messenger, they go on a journey to get the moon back."

Source: Wikipedia, "Kuri_Kuri_Mix," available under the CC-BY-SA License.