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User cooperation is a powerful tool to combat fading and increase robustness for communication over wireless channels. Although it is doubtless a promising technique for enhancing channel reliability, its performance in terms of average source distortion is not clear since source-channel separation theorem fails under the most common nonergodic slow-fading channel assumption, when channel state information (CSI) is only available at the receiving terminals. This work sheds some light on the end-to-end performance of joint source-channel coding for cooperative relay systems in the high signal-to-noise ratio (SNR) regime. Considering distortion exponent as a figure of merit, we propose various strategies for cooperative source and channel coding that significantly improve the performance compared to the conventional scheme of source coding followed by cooperative channel coding. We characterize the optimal distortion exponent of a full-duplex relay channel for all bandwidth ratios. For the half-duplex relay channel, we provide an upper bound which is tight for small and large bandwidth ratios. We consider the effect of correlated side information on the distortion exponent as well.