According to this report, John McCain has vowed to include Democrats in his Cabinet. That's plural, as in not just one token Democrat.
As I wrote here, there are some differences regarding the Cabinet, between parliamentary systems such as Britain's, and presidential systems, such as the one in the United States.
One difference is that coalition government is not a concept that fits the presidential system.
In a parliamentary system, the prime minister must have the support (or at least not the active opposition) of a majority in the parliament (usually only in its lower house). If no one party has a majority of the parliamentary seats, a commonly-used option is coalition government.
In a coalition government, Cabinet positions are divided between the parties who are partners in the coalition. Typically, the leader of the largest party will be prime minister, and the other Cabinet jobs will be apportioned between the parties, roughly in proportion to the number of members of parliament that each party contributes toward building a majority coalition.
In the U.S., the president appoints the Cabinet, most or all of whose members are of the same party as the president. Those appointments are subject to the consent of the Senate, but the Senate generally respects the president's right to appoint members of his or her own party, even if the president's party is in the minority in the Senate.
Often, a president will appoint one or more members of the other party to the Cabinet. For instance, George W. Bush appointed former Representative Norman Y. Mineta, a Democrat, as secretary of transportation. Mineta gave the unprecedented order to ground all U.S. civil aircraft on September 11, 2001.
Two interesting examples from further back in American history were the appointments by Democrat Franklin Roosevelt of Republicans Henry Stimson and Frank Knox as secretary of war and secretary of the navy, respectively, in 1940. (At that time, the functions now carried out by the secretary of defense were divided between those two offices.)
Roosevelt was aiming to cement bipartisan backing of his military policies, anticipating American entry into World War II. That was analogous to Winston Churchill's coalition cabinet in Britain at that time.
Even though Churchill's Conservative Party had a majority in the House of Commons, he brought all parties into a coalition, because having a bare majority was deemed insufficient political support for something as momentous as total war.
If McCain wins, it will be interesting to see whether he appoints an unprecedentedly bipartisan Cabinet. That would not formally be a coalition Cabinet as exists, for example, in Germany. But, if, as anticipated, the Democrats expand their majorities in both houses of Congress, it could serve a similar function, i.e., to help move the president's programs through a potentially-hostile Congress.
However, unlike heads of government under parliamentary systems, McCain would not require a congressional majority, merely to stay in office.