We investigate both experimentally and theoretically the mechanisms driving the co-filamentation of two ultrashort laser pulses at 800 and 400 nm in Argon. The cross-Kerr lens and cross-phase modulation between the two filaments of different colors bridging both the continuum spectra and the plasma channels induced by the individual pulses. This dual-color filamentation also results in the simultaneous generation of two few-cycle pulses at both 800 and 400 nm, providing a potential way to generate attosecond pulses.