Radio Shack's Color Computer never seemed to have as much third party support as the other major 8-bit computers of the day. I'm not sure exactly why since Radio Shack supported it for a very long time. I suspect that most CoCo owners tended to get their software through Radio Shack so if it wasn't sold there it probably didn't sell nearly as well.
However, there was some third party support, particularly in the early days. This ad from the October 1983 issue of Color Computer Magazine shows three popular games at the time from Synapse. Synapse was primarily an Atari 8-bit developer, later moving on the the Commodore 64 and other systems. Protector II, Shamus and Picnic Paranoia were all available on other 8-bit computers as well. I'm not sure how the CoCo versions compared but the screen shots seem to indicate that they are on par with other versions, at least graphically.
For more on Shamus, see here and for more on Picnic Paranoia, see here.