The expansion Rangers made their debut on November 16, 1926. Cook assisted on the first goal in franchise history, scored by his brother, and which stood as the only marker in a 1–0 victory. During the season, Cook earned his nickname "Bun" from a journalist who claimed he was "quick as a bunny" on the ice. He finished the 1926–27 season with 23 points in 44 games then improved to 28 points in 1927–28. Cook led the Rangers with 14 assists on the year. The Rangers finished second in the American Division that season and defeated the Pittsburgh Pirates and Boston Bruins to reach the 1928 Stanley Cup Final against the Maroons. The Bread Line scored every Rangers goal in the series. The second game was notable for having Rangers coach Lester Patrick play goal after regular goaltender Lorne Chabot was injured. New York won that game, 2–1, and went on to capture the franchise's first Stanley Cup championship.