I love this idea. I don't have a coping box as such but I do have things I use. Unfortunately when I'm really down, having suicidal thoughts or eating disorder issues I often forget some of my coping things so I'm really thinking making a specific and literal 'coping box' would be an awesome idea. Thank you to everyone who has contributed to this thread - there's certainly a lot of ideas I will be pinching! 

My coping things are;

tissues

wool and knitting needles

paper and pen

a good outback romance style book

adult colouring in book and coloured pencils

nail polish

a rubber band (if I'm really bad I will put this around my wrist and continuously flick it - gives a sense of punishment that's non harming)

quotes that my friends or family have said about me to remind me that I am a good person and I am loved even though I don't always feel like I am.

photos of my friends/family/animals and me.