On one of the worst days of his presidency, President Donald Trump was chatting aboard Air Force One when the conversation took a detour into gallows humor.

Mr. Trump was returning from a rally in West Virginia just hours after two former members of his inner circle were found or pleaded guilty, when one passenger quipped that a news story would surely soon be breaking about the president fuming onboard. Everyone laughed, including the president.

Despite the momentary levity, though, Mr. Trump is increasingly frustrated and isolated as the investigations that have long dogged his White House plunge into the personal territory he once declared off-limits.

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One by one, the president's men have turned against him.

It was a bruising week for Mr. Trump, with a trio of men who are intimately familiar with his secrets and business dealings now cooperating with prosecutors. First, Mr. Trump's former personal attorney, Michael Cohen, implicated him in testimony about hush money payments to two women who allege affairs with him. On the same day, his former campaign chairman was found guilty on a slew of financial charges. At least Paul Manafort had nothing to say about Mr. Trump or his campaign.

But then came revelations that his longtime friend, David Pecker, the CEO of National Enquirer publisher American Media Inc., had been granted immunity from prosecution to provide information, followed by news that Trump Organization finance chief Allen Weisselberg, who had once worked for Mr. Trump's father, was cooperating as well.

There is no indication their cooperation extends beyond the scope of the Cohen probe. But for Mr. Trump — who has long demanded loyalty from those around him — the revelations have only added to long-simmering fury about the investigations that began with questions about Russian election meddling but have broadened from there.

Allies wonder what Mr. Trump might do if the pressure continues to increase.

"This is a bridge too far. They are trying to undo this president," said former Trump campaign aide Sam Nunberg.

As the president exited Washington for a day trip to Ohio on Friday, a White House official said Mr. Trump was unhappy with what he perceived as disloyalty but far from melting down. Another person with knowledge of Mr. Trump's thinking said the president continues to direct much of his ire at Attorney General Jeff Sessions, who infuriated him by recusing himself from the Russia probe. Both people, like others, spoke on condition of anonymity because they were not authorized to discuss private discussions.

Mr. Trump tweeted at Sessions on Friday demanding that he investigate a litany of perceived wrongs, declaring insultingly, "Come on Jeff, you can do it, the country is waiting!"

Trump biographer Michael D'Antonio says the president may be surprised that he can't exert more control from the West Wing over his former friends and employees.

"He's less powerful in these relationships now than he was before he became president. That must just amaze him," said D'Antonio, author of "Never Enough, Donald Trump and the Pursuit of Success." ″He's sitting behind the Resolute Desk and he can push a button and get a Coke but he can't control Michael Cohen."

Within the West Wing, aides have grown increasingly numb to the drumbeat of bad news, though the revelation of Cohen's plea and the immunity deals took some by surprise.

Cohen pleaded guilty this week in federal court in Manhattan to campaign finance violations alleging he coordinated with Mr. Trump on a hush-money scheme to buy the silence of a porn actress and a Playboy model who alleged affairs. It was later reported that, as part of the probe into Cohen, immunity was granted to Weisselberg and Pecker.

The probe into Cohen was triggered in part by a referral from special counsel Robert Mueller, who separately is looking into possible Russian interference in the 2016 U.S. presidential election. Cohen's lawyer, Lanny Davis, has said Cohen has information "that would be of interest" to the special counsel.

The White House official insisted that West Wing staffers continue to keep their heads down and do their jobs. On Thursday evening, the person said, dozens of staffers gathered on Chief of Staff John Kelly's porch to celebrate the recent birthdays of a trio of staffers: Press Secretary Sarah Huckabee Sanders, senior policy adviser Stephen Miller and chief economic adviser Larry Kudlow.

While they snacked on homemade cakes and chatted, the staffers welcomed a surprise visit from the president, who delivered a speech and made jokes, acting like nothing was wrong and winning cheers from aides as he left.

Still, the week's developments brought the investigations up to the doorstep of Trump Tower — a place that Mr. Trump has warned Mueller is a no-go.

Weisselberg, the 71-year-old Trump Organization CFO, is intimately familiar with Mr. Trump's business dealings, having overseen his corporate ledgers through his rise in the New York real estate world and his international dealings in the years before he launched his presidential bid.

The chief financial officer has worked for Trump companies since he joined the president's father, Fred Trump, in the 1970s as an accountant, and is a rich repository of knowledge of the family company. The possibility of him answering questions from investigators poses a new danger for the president as federal prosecutors in Washington and Manhattan dig deeper into Trump's business affairs.

A year ago, Mr. Trump told The New York Times that Mueller would be crossing a "red line" if he began to look at Mr. Trump's and his family's finances unrelated to Russia.

Asked if he would fire Mueller if that were to happen, Mr. Trump responded, "I can't, I can't answer that question because I don't think it's going to happen."

As the negative news mounted throughout the past week, allies also expressed frustration with the lack of a coordinated pushback effort. The White House said it's up to Mr. Trump's outside lawyers to deal with much of the news. They argued that the president was not directly implicated, even though Cohen said in court that he and Mr. Trump had coordinated.

Some also questioned just how Mr. Trump would react if the bad news continued to roll in. Nunberg specifically cautioned against his making any speedy moves.

"The only thing I would say to the president is do not do anything rash because Mueller would love for you to fire him, so that you will be impeached," he said.