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.