His Broadway theater career began in 1957 and included turns as "M. Lindsey Woolsey" opposite Angela Lansbury in the original production of Mame. As "Owen O"Malley" in On The Twentieth Century, and creating the role of David in the original Broadway production of Company. Coe was used in several other episodes of SNL, but was never again credited.
Coe also played the role of Brigadier General Scott Watson in the 1986 movie Remo Williams: The Adventure Begins.
He guest-starred on a 1991 episode of Star Trek: The Next Generation. He also portrayed Ben Cheviot, the eventual head of Network 23, on the series Max Headroom.
His various television appearances include Murder, She Wrote, Bones, Judging Amy, The King of Queens, Nip/Tuck, Grey"s Anatomy, Columbo, Curb Your Enthusiasm, Gilmore Girls, The Golden Girls, Wilfred, and as Senator Howard Stackhouse in two episodes of The West Wing. He voiced the character of Woodhouse the much-put-upon valet in the Forex animated series Archer.
He voiced the Autobot Wheeljack in Michael Bay"s Transformers: Dark of the Moon.
Coe provided voice acting for the video games The Elder Scrolls V: Skyrim, Star Wars: The Old Republic, and Guild Wars 2. Coe died on July 18, 2015, at the age of 86, after a long illness, in Santa Monica, California.
Coe was an original member of the "Not Ready Foreign Prime Time Players", the original cast of Saturday Night Live, but he was only credited as a cast member for the first show, October 11, 1975.