OpenAI Retro is an extension to OpenAI Gym.
As such, it does not support multiple agents in multi-player environments. Instead, the environment is always presented from the perspective of a single agent that needs to solve a control problem.
When there is more than one agent in a Gym problem, everything other than the first agent is considered part of the environment. Typically player 2 in 2-player problems is controlled by whatever game AI already exists.
You can work around this in a couple of ways, both involve you modifying existing environments, requiring a solid understanding of the integration and wrapper layers in Gym so that you can make correct edits. However you might find environments where either of these are done for you.
In fact, within the Retro environments, some multiplayer environments are supported using the second option below.
1. Supply additional player(s) as part of the environment
You could modify the environment code so that it accepts a parameter which is the agent used to control other players. Typically such an agent would not be set up to learn, it could just be some earlier version of the agent that is learning. You would need to code the interface between the supplied agent and the game engine - taking care to allow for its potentially different view of success.
If a Gym environment has been set up for you (or any human) to compete against your own agent using the keyboard, that is already halfway there to this solution. You could take a look at where the Gym environment has been set up for this, and modify the code to allow for automated input as opposed to action selection by keyboard.
This approach probably works best for competitive games where you can use a random selection of previous agents inserted into the environment to train a next "generation".
2. Present actions for multiple players as if there was a single player
Provided the game emulator allows you to do this, you can edit the code so that multiple players are controlled at once. The Gym environment does not specify how you construct your action choices, so you are then free to split the action vector up so that parts of it are chosen by one trained agent and parts of it by another.
You may need to work on different views of the environment and/or reward signal in this case. For instance in a competitive game (or a co-operative game with competitive elements such as personal scores) then you will need to add custom code to re-interpret reward values compared to single player game. For something simple like Pong, that could just be that Player 2 receives the negative of Player 1's reward signal.
This approach probably works best for cooperative games where success is combined. In that case, you have the choice of writing any number of separate agents that control different aspects of the action space - that would include having agents that separately controlled P1 and P2 game controller inputs.
Each agent would still effectively treat its partner as a part of the environment, so you may want to mix training scenarios so that agents for each controller did not get too co-dependent. For instance, if you hope to step in to control P1, you probably don't want the AI running P2 to have too specific expectations of P1's role and behaviour in the game.
This second option is what OpenAI Retro interface does. For instance Pong supports this:
env = retro.make(game='Pong-Atari2600', players=2)
I verified this using the sample code in the documentation, which controls both paddles, and receives the reward signal as a Python list
mostly [0.0, 0.0]
but whenever a player scores it becomes [-1.0, 1.0]
or [1.0, -1.0]
depending on which player got the point.
This will only be supported on retro games where someone has made the effort to make it work as above. If you have a game which does not do this, but in theory supports multiplayer on the ROM, you will need to look at and alter either the AI retro wrapper or the emulator or both.