Both discussed the shooting on The Early Show Thursday.
James von Brunn, an 88-year-old white supremacist, is suspected in the fatal shooting of museum security guard Stephen Tyrone Johns, police say.
William Cohen told co-anchor Maggie Rodriguez he was 30-40 feet from the scene of the shooting with museum executive Arthur Berger "and we just ducked as low as we could and went up a set of stairs to get to the second level."
He called the scene "fairly chaotic" and said he tried to warn people trying to go downstairs not to, because of the danger.
Janet Cohen showed up at the museum for a rehearsal of her new play, "Anne and Emmett" which, ironically, deals with eradicating hate crimes.
She says she knew the slain guard. "We would see him from time to time when we'd go in and out of the museum," Janet Cohen said. "And on days that it was raining, he was kind enough to meet me at the door and have an umbrella for me and welcome me in."
Her play portrays imaginary conversation between Holocaust victim Anne Frank and Emmett Till, a young black man who was lynched in the '50s in Mississippi.
The play ends with them being hopeful about the future, but Janet Cohen told Rodriguez the museum shooting shows "hate still lives."