And via Belgium we have also the connection to Luxembourg with Grand Duke Henri.
And via Saxony there is line to the present Fürst of Hohenzollern through his grandmoter. He is also a Coburg descendant through his paternal grandfather as his mother was from Coburgs in Portugal.
There were three projects that failed:
1 Russia: a) had the marriage of Juliane to Grand Duke Constantine produced a son he would have continued the Imperial line instead of his father's younger brother Nicholas I.
b) Victoria Melita of Coburg is the grandmother of Grand Duchess Maria Wladimirovna current head of the Russian Dynasty.
2 Mexico: The reign of Maximilian of Habsburg and Charlotte of Belgium was short-lived and no children were born. Otherwise there might have been another imperial line with Coburg-roots.
3 Austria-Hungary: the Imperial heir archduke Rudolph married princess Stephanie of Belgium. Their only child was a girl Elisabeth but a son would have been his grandfather's heir.
Another imperial line did work: Clementine of Belgium married the heir of the French Imperial line and the heir of that line is her great-grandson.
You did not mention the connection between the last Duke of Coburg and his grandson the King of Sweden.
Continuing with the thread on German houses with vast connections, this particular branch of the Wettins seems to stand out. Duke Ernst I of Saxe-Coburg and Gotha, eldest son of Duke Franz of Saxe-Coburg-Saalfeld, was the father of Prince Albert, who married his first cousin, Queen Victoria of Great Britain (whose mother was Franz's daughter Marie Louise Viktoria).
The second son, Prince Ferdinand, married Princess Mária Antónia von Koháry: their descendants have sat on the thrones of Portugal, Romania, Saxony, Austria, and Bulgaria. Brazil would be included, but for the abolition of the monarchy.
The youngest son, Leopold, became the first king of the Belgians: his descendants still reign today.
Any other notable connections through the Coburgs?