Mary "Mai" Rogers Coe (1875 – December 28, 1924) was born in Fairhaven, Massachusetts and was christened Mary Huttleston Rogers. She was the youngest of four daughters of Henry Huttleston Rogers (1840–1909) and Abbie Palmer (née Gifford) Rogers (1841–1894). She became the wife of William Robertson Coe, a businessman and philanthropist.
Henry Rogers and Abbie Gifford had been raised in working-class families of Mayflower lineage in the small coastal fishing town of Fairhaven, adjacent to New Bedford, in Bristol County, Massachusetts. Long a whaling port, the industry was in serious decline as they became teenagers. Childhood sweethearts, they were both among the graduates of Fairhaven's first high school class in 1857. Afterwards, Henry went to work on a local railroad and saved carefully for several years. Petroleum was replacing whaling oil for lighting, and at 21, he invested his $600 savings, and in 1861, set out with a friend for the newly discovered oil fields of Venango County, Pennsylvania.
In 1862, Henry returned to Fairhaven on vacation, and he and Abbie were married. Returning to western Pennsylvania, the young couple lived in a one-room shack near Oil City, where Henry Rogers and his a partner worked at their tiny Wamsutta Oil Refinery for several years. The first daughter, Anne, was born there in 1865. Living frugally and working hard, Rogers drew the attention of oil pioneer Charles Pratt, who hired him. Moving with Abbie and Anne to Brooklyn, he soon became Pratt's right hand. Rogers developed a process for separating naphtha from crude oil, and received a U.S. patent in 1870. A few years later, Henry Rogers helped negotiate successfully when John D. Rockefeller acquired Pratt interests to become part of Standard Oil.