Is it possible to make one GoPiGo control another one with a python program?
Yes you can control one GoPiGo with another, this requires a socket client server and we have an example for it here. You will have to run the cli.py on one gopigo and serv.py on the other GoPiGo. You will find the client sending commands to server GoPiGo, you can modify this code to your requirement. Please let us know if this helps.
There is also Bluetooth, but that's a lot more complex so I'd stick with the socket client like @shoban said.
Will try it out! What are the advantages of using Bluetooth instead?
Not much really. The range is limited. The only use would be WiFi wouldn't be necessary, but a WiFi hotspot could be created with cinch if needed. So I wouldn't reccomend Bluetooth. I just thrower it out as an option.