Google "Regierungs-Blatt für das Herzogtum Coburg" and add a year in the 1800s, and the name of your ancestor and you will get printed information from books printed in Coburg which were akin to city directories. However, they also list other important information, like who was born or died in the year indicated. They are like yearbooks for the Duchy (Herzog) of Coburg.
I found my commoner ancestors from Coburg this way, a Master Butcher and a Nail Smith who also guarded the church.
By the way, Queen Victoria's father-in-law Ernst I, and brother-in-law, Ernst II, were Dukes of Coburg in the 1800s. Ernst the I died in 1844 and Ernst the II died in 1893, both during Victoria's reign and while she was married to Prince Albert. My ancestors lived in Coburg during their reigns, and my great grandfather August Kellermann came to America the year Ernst II passed away. I don't know yet if there is any connection between a change of leadership and August Kellermann's immigration, however. The link below is one of August Kellermann's grandfathers who passed away in 1869.