Teaching production and screenwriting at the University of Colorado, Boulder. [July 2012]
He is an Atheist.
He was asked to direct The Running Man (1987), but the failure of Walker (1987) prevented this from happening.
In a March 2007 blog post, Cox referred to Vice President Dick Cheney as "secret architect of the 9-11 atrocities." In the same article, Cox called the September 11 attacks "Plan Pearl Harbor," referring to the false flag conspiracy theory surrounding the attack on Pearl Harbor.
Cox is a fan of the Japanese Godzilla films and appeared in a 1998 BBC documentary highlighting the series. He also narrated the documentary Bringing Godzilla Down to Size: The Art of Japanese Special Effects (2008) and wrote the Godzilla in Time comics for Dark Horse. He tried to direct an American Godzilla film at one point, but unsuccessfully submitted his outline to TriStar Pictures.
An avid western fan, he wrote a book on the history of the genre called 10,000 Ways to Die.
I was the person who brought Mars Attacks! (1996) to the attention of the studio. They were bubblegum cards I had as a kid. I developed Mars Attacks! (1996) with Jon Davison, the producer of RoboCop (1987), for quite a while, but at some point my project got shut down and it was given to Tim Burton. It was a bit of a shame, but I think both the script that I wrote and the Tim Burton one suffered from not being enough like the bubblegum cards.