Reviewing a think-aloud video is both time-consuming and demanding as it requires UX (user experience) professionals to attend to many behavioral signals of the user in the video. Moreover, challenges arise when multiple UX professionals need to collaborate to reduce bias and errors. We propose a collaborative visual analytics tool, CoUX, to facilitate UX evaluators collectively reviewing think-aloud usability test videos of digital interfaces. CoUX seamlessly supports usability problem identification, annotation, and discussion in an integrated environment. To ease the discovery of usability problems, CoUX visualizes a set of problem-indicators based on acoustic, textual, and visual features extracted from the video and audio of a think-aloud session with machine learning. CoUX further enables collaboration amongst UX evaluators for logging, commenting, and consolidating the discovered problems with a chatbox-like user interface. We designed CoUX based on a formative study with two UX experts and insights derived from the literature. We conducted a user study with six pairs of UX practitioners on collaborative think-aloud video analysis tasks. The results indicate that CoUX is useful and effective in facilitating both problem identification and collaborative teamwork. We provide insights into how different features of CoUX were used to support both independent analysis and collaboration. Furthermore, our work highlights opportunities to improve collaborative usability test video analysis.