With the emergence of green communication as a central design issue in wireless networks, the need for energy-efficient transmission protocols has significantly increased. In this paper, we study the problem of cooperative energy-efficient content distribution among a number of mobile terminals that are seeking to receive a content from a common wireless access point, e.g., a base station. We model the problem as a coalitional game among the mobile terminals and we propose a distributed algorithm for coalition formation. Using the proposed algorithm, the mobile terminals can cooperate and self-organize into independent coalitions for sharing content while minimizing the network's energy consumption. Within each coalition, a mobile, designated as coalition head, receives the content from the base station and shares it with its cooperating partners, either by unicasting or multicasting, using a short-range wireless technology. We analyze the resulting coalitional structures and study their properties. Simulation results show that the proposed algorithm presents a significant energy reduction in the network reaching up to 60% relative to the non-cooperative case and 37.5% relative to the case where all requesting mobiles form a grand coalition.