How does single coax wire transmit a lot of information?
You are searching for a "30,000 foot view" answer, right?  That is, a general answer w/o any particulars?  

The new game is "how much digital data can I send through a cable?".  Once digital data transmission is achieved, then anything can be DIGITIZED, COMPRESSED and MULTIPLEXED into the data stream.

To send digital data over coax, any number and combination of analog techniques can be used.  For instance, an amplitude change of an analog sine wave can indicate the difference between 0s and 1s.  The same can be said for a change in phase of the same sine wave.  If combined these two modulation techniques are called QAM encoding.  If not enough, we can take another step and transmit many such signals over the same coax cable by using sine waves of different frequencies. There are more analog techniques that may or may not be suitable for transmission over coax.

Most if not all forms of communications you use in a day is actually DIGITIZED at some point.  Phone calls, cable TV and iPods are examples where the media is likely digitized at some point.

Most data people use is highly redundant.  Music, speech and motion pictures are three examples where COMPRESSION can reduce the amount of data to transmit by an order of magnitude or more.  

MULTIPLEXING data in the digital domain can be done any number of ways.  But in general, digital data is broken up into small groups of numbers which can be transmitted each in turn.  This is usually referred to as time division multiplexing.

These and more clever techniques are likely employed to deliver the broad range of media to your home over that coax wire entering your house.