My iguana was ice cold so I placed him in a warm bath. When he was all warm I took him out but now he keeps coughing.

Thanks for your question.  Iguanas, like all reptiles are cold-blooded and their immune system will not work as well as it should when they are cold.  Check out www.anapsid.org for great husbandry information to properly set up a habitat for your pet.  You should also make an appointment with our experienced reptile vet to find out what’s causing your pet’s cough.