It's going to vary with the type of coax.
A high-end flavor of rg/6 quad-shield is swept up to 2.2 GHz (it'll carry higher freqs, but at a higher loss).
"HardLine" such as is used by the cable companies for distribution (much of the hardline is migrating to fiber) can go well into the tens of Ghz. Hardline is essentially coax with a solid copper (or aluminum) shield (looks like corrugated copper/aluminum pipe). Check out "heliax" at www.andrew.com
. Something like LDF4-75 1/2" heliax.
Once you hit certain frequencies, regular cable becomes impractical (again, it'd work, but with very high losses), and you start to see the use of "waveguide" ... which looks like coax (anywhere from 1/4" up to a foot or so in diameter) with no guts ......basically a hollow tube.
So, as is often the case, the absolute answer is "it depends."