In this paper, we study cooperative non-orthogonal multiple access scheme (NOMA) for millimeter wave (mmWave) vehicular networks at intersection roads. The intersection consists of two perpendicular roads. Transmissions occur between a source, and two destinations nodes with a help of a relay. We assume that the interference come from a set of vehicles that are distributed as a one dimensional homogeneous Poisson point process (PPP). Our analysis includes the effects of blockage from buildings at intersections. We derive closed form outage probability expressions for cooperative NOMA, and compare them with cooperative orthogonal multiple access (OMA). We show that cooperative NOMA offers a significant improvement over cooperative OMA, especially for high data rates. We also show that as the nodes reach the intersection, the outage probability increases. Counter-intuitively, we show that the non line of sigh (NLOS) scenario has a better performance than the line of sigh (LOS) scenario. The analysis is verified with MonteCarlo simulations.