Steve Cohen does not have the marquee name of a David Copperfield, David Blaine or Penn & Teller. What he does have, at 39, is Chamber Magic, five shows a weekend at the plush suite in the Waldorf-Astoria where Crown Prince Sultan of Saudi Arabia stays when in town. Mr. Cohen’s specialty is parlor magic, fusing close-up maneuvers and tricks with common objects for small audiences. He models himself after conjurers who entertained the aristocracy in European salons in the 1800s. He does not saw women or make elephants vanish. […]