The history of the family has been traced to Robert Cok of East Rushton, a gentleman, who married Agnes, daughter and heir of Roger Crispying of Happisburgh. Their son John married the daughter and heir of William Falcard, lord of the manor of Sparham. This brought to Sparham their son Sir Robert Coke, who married Anne Wodehouse of Waxham. Their son, Robert Coke of Mileham (b. 1513), married Winifred, daughter of William Knightly, a Norwich attorney, in 1543. This marriage produced Sir Edward Coke, lord chief justice of England (1552-1634), who married Bridget, daughter and heir of John Paston of Huntingfield. Their great-grandson was Robert Coke of Sharrington, Suffolk, who married Lady Ann Osborne, the daughter of Thomas, 1st Earl of Leeds, and fathered Edward Coke of Holkham (d. 1707). He was the father of Sir Thomas Coke (1697-1759), K.B., who was made Viscount Coke of Holkham and Earl of Leicester, and died without issue. Sir Thomas's sister Anne married Major Philip Roberts of the Royal House Guards. Their son, Wenham Roberts, assumed the name Coke on succeeding to the estate of his maternal uncle Thomas, Viscount Coke. Wenham was the father of Thomas William Coke (c. 1752-1842), M.P. for Norfolk, who was created Viscount Coke and 1st Earl Leicester of Holkham in 1837. He fathered by his second marriage Thomas William Coke (1822-1909), Lord Lieutenant of Norfolk. His son, Thomas William Coke (1848-1941), became 3rd Earl of Leicester, and was Lord Lieutenant of Norfolk and president of the Local Territorial Force Association. He was in the Scots Guards, and served with distinction in the Egyptian, Soudan and South African campaigns. The family's lordship of Weasenham is situated between Castleacre and Fakenham in West Norfolk.
From the guide to the Coke Family of Weasenham: Papers, c. 1200-1900, (Cambridge University Library, Department of Manuscripts and University Archives)