It is a slang expression that people say when they want someone to cooperate in a situation.
For example,
A police officer might say this to a person he is interrogating about a crime.
He is asking the criminal to trade information for special treatment.
"I know you did not plan this, but you were involved. I want to help you, but you are giving me nothing. Come on, work with me here."
or
A father is talking to his son, asking him to cooperate with the mom on a trip to visit the grandmother.
"I know that there are other things you would rather do instead of visiting Grandma, but this is important to your mother. Come on, work with me here."
I hope this helps.
Good luck!