The Retrievers had two chances to win in the final seven seconds, but three-point attempts by Laurence Jolicoeur (Queens, N.Y./Holy Cross/Manhattan) and De La Rosa were off-target.
UMBC missed 14 of 25 free throw attempts in the final 25 minutes of play and were 14 of 29 for the game.
The Eagles would misfire on the next possession and Jolicoeur got a solid look from 20 feet, but his shot hit the back rim. Coppin State's Akeem Ellis grabbed the rebound, but missed two free throws with 4.7 seconds left. De La Rosa hustled down the floor, but his off-balance 23-footer at the buzzer hit the glass left of the target.
The Retrievers pounded Coppin on the glass in the first half, amassing 27 rebounds to the Eagles 14. But they could not capitalize because of poor shooting in the first 18 minutes of the game. The Retrievers missed their first nine 3-point field goals attempts before King buried UMBC's first to give the visitors a 20-17 lead with 3:05 to play in the half.
But Coppin has exploded out of the blocks in the second half, opening the stanza on a 19-5 run to take a 40-34 lead five minutes into the half.
After Goldsberry hit both free throws with 10 seconds remaining to put the Eagles ahead to 67-64, De La Rosa drove down the right wing, handed to King, who returned the ball to an open De La Rosa in the corner and the junior guard buried the shot to second the game to overtime.