@hawg
it has been made, almost 3 years ago. as was mentioned... you could try to do it in wow, but it won't work for reasons that take an understanding of the wow environment to appreciate.

each character has a heading (probably precise to about 0.1 degrees)... if the heading for your characters is not EXACTLY the same, the paths will diverge as you continue to move. also, the position of your characters would have to be EXACTLY the same, which again... is very hard to do.

once you start playing you will find that individual characters have actions either performed by them or on them, that will change their heading. (ie: channeled spells, fear, etc). once that happens, your characters are no longer in sync and you'd have to figure out a way to get them back on the same heading and position.