On July 18, 1876, he and Frank, accompanied by Doc Scurlock, Charlie Bowdre, and Ab Saunders, forced their way into the Lincoln County jail and took alleged horse thief Jesus Largo from Sheriff Saturnino Baca and lynched him.

[citation needed] Coe and his cousin aligned themselves with the Lincoln County Regulators, riding with Billy the Kid, and facing off against the "Murphy-Dolan faction" and their supporters.

[2] Coe shot and wounded Seven Rivers Warriors gang member Charles "Dutch Charlie" Kruling in Lincoln on the morning of April 30, 1878,[citation needed] a day after Seven Rivers members had shot and killed the new Regulator leader, Frank McNab, and captured Coe's cousin, Frank.

The two left the area for a time, living in Nebraska and Colorado before they eventually returned to Lincoln County.

[citation needed] In 1884 he started the "Golden Glow Ranch" in Lincoln County and became a prosperous and respected member of the community.