In this chapter, we investigate the cooperation of conventional relays and friendly jammers for secure cooperative networks. In order to obtain an optimized secrecy rate, the source intends to select several conventional relays and friendly jammers from the intermediate nodes to assist data transmission, and in return, it needs to make a payment. Each intermediate node here has two possible identities to choose, i.e., to be a conventional relay or a friendly jammer, which results in a different impact on the final utility of the intermediate node. After the intermediate nodes determine their identities, they seek to find optimal partners forming coalitions, which improves their chances to be selected by the source and thus to obtain the payoffs in the end. We formulate this cooperation as a coalitional game with transferable utility and study its properties. Furthermore, we define a Max-Pareto order for comparison of the coalition value and construct a distributed merge-and-split coalition formation algorithm for the defined coalition formation game.