I've already played Baldur's Gate: Dark Alliance, Baldur's Gate: Dark Alliance II, Champions of Norrath, Champions: Return to Arms and The Bards Tale. I can't find any other really good dungeon crawl type RPG's and frankly it's very annoying. Are there any that I'm missing? Also, although not essential, multi-player options would be appreciated.
Note: All game suggestion must be for the PS2, Gamecube, Wii, or Nintendo DS video game consoles.

Orcs & Elves and Dungeon Explorers are a couple of good DS games.

Yes, Temple of Elemental Evil, Diablo and Nethack, just to name a few
-edit-
Shit I just realised you're asking for consoles. Well then I recommend Orcs and Elves too, very fun

Dark Chronicle and Dark Cloud are very charming dungeon crawlers. Also, if you don't mind turn based combats, Digital Devil Saga is also a good one.

There's always the .hack series for the PS2. It's got dungeons in it and other stuff that I cannot be bothered to recall at this time XD.

Persona 3 has some dungeon running. Its a really great game for the PS2. Try get your hands on the FES version of it. Or better yet get Persona 4 which is to be release on Friday [in EU] or since last fall in the US.

I've heard good things about Shiren for the DS, I haven't played it myself for lack of owning one but I did give the Snes version of Shiren a quick go. It seemed like it could be fun and is on my list of games to play whenever I can find the time.

Baroque is my favorite Dungeon Crawler. Its for the PS2 and the Wii.
http://www.atlus.com/baroque/

I like the DS version. Its really unforgiving since if you die you go back all the way to the beginning. But there are some thinks you can use like storehouses and a guy that gets you higher in the mountain.
There also Izuna the unemployed ninja for DS wich is a bit easier.

The Untold Legends games might be right up your alley, blending in hack n' slash with dungeon crawler elements. Just the right amount of action with the right amount of RPG. PSP and PS3, although I'm not sure if the PS3 one is out yet.

I would suggest among the many others mentioned:
Sacred (Sacred 2 just came out not too long ago as well)
Dungeon Siege

Icewind Dale is very similar to Baldur's Gate (in terms of style), so check that out. Dungeon Siege is somewhat simple, but still good fun. Its sequel, though, is packed with lots more features and should last you longer.
And there's always Neverwinter Nights, if you like the D&D rules for gameplay. Good luck finding your next vice.
EDIT: Just realized that you aren't playing PC games; this is too bad, as many of the best dungeon crawlers are for the PC. I suggest you try some PC dungeon crawlers if you really like those, as computers have the advantage when it comes to control/organization.

The only one I can think of is : Angband DS.

Diablo was released on the PS1, that was a fun little port but I'm not sure if thats RPG enough.
There was a D&D Tactics game released for PSP, not sure if it was for DS as well

Well if you are feeling really kind of retro I recommend Legerdemain. Its an indie roguelike game. I have found it to be super fun.
http://roguelikefiction.com/