Megacities are not only important drivers for socio-economic development but also sources of environmental challenges. Many megacities and large urban agglomerations are located in the coastal zone where land, atmosphere, and ocean meet, posing multiple environmental challenges which we consider here. The atmospheric flow around megacities is complicated by urban heat island effects and topographic flows and sea breezes and influences air pollution and human health. The outflow of polluted air over the ocean perturbs biogeochemical processes. Contaminant inputs can damage downstream coastal zone ecosystem function and resources including fisheries, induce harmful algal blooms and feedback to the atmosphere via marine emissions. The scale of influence of megacities in the coastal zone is hundreds to thousands of kilometers in the atmosphere and tens to hundreds of kilometers in the ocean. We list research needs to further our understanding of coastal megacities with the ultimate aim to improve their environmental management.