The transport of cargo particles that are pulled by several molecular motors in a cooperative manner is studied theoretically in this article. The transport properties depend primarily on the maximal number N of motor molecules that may pull simultaneously on the cargo particle. Because each motor must unbind from the filament after a finite number of steps but can also rebind to it again, the actual number of pulling motors is not constant but varies with time between zero and N. An increase in the maximal number N leads to a strong increase of the average walking distance (or run length) of the cargo particle. If the cargo is pulled by up to N kinesin motors, for example, the walking distance is estimated to be 5(N-1)/N micrometers, which implies that seven or eight kinesin molecules are sufficient to attain an average walking distance in the centimeter range. If the cargo particle is pulled against an external load force, this force is shared between the motors, which provides a nontrivial motor-motor coupling and a generic mechanism for nonlinear force-velocity relationships. With increasing load force, the probability distribution of the instantaneous velocity is shifted toward smaller values, becomes broader, and develops several peaks. Our theory is consistent with available experimental data and makes quantitative predictions that are accessible to systematic in vitro experiments.