Coarse-grained, self-contained polymer models are powerful tools in the study of protein folding. They are also essential to assess predictions from less rigorous theoretical approaches that lack an explicit-chain representation. Here we review advances in coarse-grained modeling of cooperative protein folding, noting in particular that the Levinthal paradox was raised in response to the experimental discovery of two-state-like folding in the late 1960s, rather than to the problem of conformational search per se. Comparisons between theory and experiment indicate a prominent role of desolvation barriers in cooperative folding, which likely emerges generally from a coupling between local conformational preferences and nonlocal packing interactions. Many of these principles have been elucidated by native-centric models, wherein nonnative interactions may be treated perturbatively. We discuss these developments as well as recent applications of coarse-grained chain modeling to knotted proteins and to intrinsically disordered proteins.