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Thanks to the substantial and explosively inscreased instructional videos on the Internet, novices are able to acquire knowledge for completing various tasks. Over the past decade, growing efforts have been devoted to investigating the problem on instructional video analysis. However, the most existing datasets in this area have limitations in diversity and scale, which makes them far from many real-world applications where more diverse activities occur. To address this, we present a large-scale dataset named as "COIN" for COmprehensive INstructional video analysis. Organized with a hierarchical structure, the COIN dataset contains 11,827 videos of 180 tasks in 12 domains (e.g., vehicles, gadgets, etc.) related to our daily life. With a new developed toolbox, all the videos are annotated efficiently with a series of step labels and the corresponding temporal boundaries. In order to provide a benchmark for instructional video analysis, we evaluate plenty of approaches on the COIN dataset under five different settings. Furthermore, we exploit two important characteristics (i.e., task-consistency and ordering-dependency) for localizing important steps in instructional videos. Accordingly, we propose two simple yet effective methods, which can be easily plugged into conventional proposal-based action detection models. We believe the introduction of the COIN dataset will promote the future in-depth research on instructional video analysis for the community. Our dataset, annotation toolbox and source code are available at http://coin-dataset.github.io.