Cohos can be found from Northern California to the Arctic Circle. Many runs have disappeared, or very nearly so, however. The dams on the Columbia destroyed many of the runs in that system and elsewhere, and urban development and logging have further degraded many of their spawning grounds.
The hatcheries, once viewed as the solution, have now been shown to exacerbate the problem. Hatchery fish and hatchery-wild hybrids are not as well adapted to particular waters, as their wild brethren are, and are seldom as fit.
Although many populations in the United States are now protected under the Endangered Species Act, it's still legal to catch them. Just let them go when you're done.
In the Pacific Northwest, the Cohos usually begin gathering in the estuaries in July or August, and begun running up the rivers in the fall when the water rises. If you're fishing the rivers, September through December is your best bet