In order to investigate whether magnetism and superconductivity coexist in Co-doped SrFe$_2$As$_2$, we have prepared single crystals of SrFe$_{2-x}$Co$_x$As$_2$, $x$ = 0 and 0.4, and characterized them via X-ray diffraction, electrical resistivity in zero and applied field up to 9 T as well as at ambient and applied pressure up to 1.6 GPa, and magnetic susceptibility. At $x$ = 0.4, there is both magnetic and resistive evidence for a spin density wave transition at 120 K, while $T_c$ = 19.5 K - indicating coexistent magnetism and superconductivity. A discussion of how these results compare with reported results, both in SrFe$_{2-x}$Co$_x$As$_2$ and in other doped 122 compounds, is given.
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