There is a James H. Coffman Family in the 1920 U.S.Census for Oklahoma-Blaine-Lincoln. ED#18, which indicates:
James H. Coffman, Head, Male, 51 yrs., born MO, Father born in Indiana and mother born in Ohio
Wife...Clera, 45 yrs, born Missouri, Father born in Va AND Mother born in Ohio.
Children: Mary, daughter, 14 yrs, born OK, Mother & father born MO Clarence, Son, 12 yrs, born OK, Mother & Father born MO Arthur, Son, 12 yrs., born OK, Mother & Father born MO Wendell, Son, 5 yrs, born OK, Mother & Father born MO
If you try in MO, perhaps Polk County, as I know that there were some Coffman's there in the Mid-1850's...in perhaps the 1900 Census.