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This paper presents coupled transient thermal and electromagnetic finite element analysis of quench in the Q2, Q3, and dipole superconducting magnets using Vector Fields Quench code. Detailed temperature distribution within coils and aluminum force collars were computed at each time step. Both normal (quench with dump resistor) and worst-case (quench without dump resistor) scenarios were simulated to investigate the maximum temperatures. Two simulation methods were utilized, and their algorithms, implementation, advantages, and disadvantages are discussed. The first method simulated the coil using nonlinear transient thermal analysis directly linked with the transient circuit analysis. It was faster because only the coil was meshed and no eddy current was modeled. The second method simulated the whole magnet including the coil, the force collar, and the iron yoke. It coupled thermal analysis with transient electromagnetic field analysis which modeled electromagnetic fields including eddy currents within the force collar. Since eddy currents and temperature in the force collars were calculated in various configurations, segmentation of the force collars was optimized under the condition of fast discharge.