all types of dancing and synchronized movement achieve this effect. in a lot of senses, when you perform these kinds of activities with other people, the informational content of your minds and bodies come closer together in the possible configurational space of brain states. your sensory input, mental activity, and bodily sensations all line up, creating an instant bond with another person, as you can be 100% sure that you now have common ground with each other. the psychological, social and emotional benefits are real.
watching a movie or listening to music together with someone obviously achieves the same effect, but without as many modalities involved