  In this paper, we connect the rigidity problem and the coarse Baum-Connes
conjecture for Roe algebras. In particular, we show that if $X$ and $Y$ are two
uniformly locally finite metric spaces such that their Roe algebras are
$*$-isomorphic, then $X$ and $Y$ are coarsely equivalent provided either $X$ or
$Y$ satisfies the coarse Baum-Connes conjecture with coefficients. It is
well-known that coarse embeddability into a Hilbert space implies the coarse
Baum-Connes conjecture with coefficients. On the other hand, we provide a new
example of a finitely generated group satisfying the coarse Baum-Connes
conjecture with coefficients but which does not coarsely embed into a Hilbert
space.
