A generation ago, it would have been unthinkable to have multiple consoles play online against each other in some of the biggest multiplayer video games. Now, it’s almost unthinkable for them not to have it. Players are increasingly insistent that they can play their favorite competitive and co-op games with other people regardless of platform, and third-party developers are there to fulfill that desire, such as Call of Duty: Modern Warfare.
With Sony finally jumping into the cross-play initiative on a game-by-game basis late last year, it might be hard to figure out which games support cross-play and which do not. Here you can find a list of the games that you can play on PlayStation 4 with friends on other platforms.
Source: IGN.com The List of PlayStation 4's Crossplay Games