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We study evolutionary game dynamics on structured populations in which individuals take part in several layers of networks of interactions simultaneously. This multiplex of interdependent networks accounts for the different kind of social ties each individual has. By coupling the evolutionary dynamics of a Prisoner's Dilemma game in each of the networks, we show that the resilience of cooperative behaviors for extremely large values of the temptation to defect is enhanced by the multiplex structure. Furthermore, this resilience is intrinsically related to a non-trivial organization of cooperation across the network layers, thus providing a new way out for cooperation to survive in structured populations.