It is 1:16 a.m. on Wednesday morning and Jesse Marsch’s black Audi Q8 idles at a stoplight in the Salzburg city center.



The company car has a white-stenciled Red Bull logo plastered across each side. The attention the logo draws is enough to curtail any of Marsch’s lingering New York driving habits. It’s also enough to cause a 20-something man walking along the sidewalk to turn and look at the car. The fan’s mouth drops open when he sees who is behind the wheel. He points and takes a step toward the car. Marsch rolls down the window.



“Thank you,” the fan says in German, pounding his chest. “Thank you.”



A few hours earlier, Marsch became the first American to coach in the UEFA Champions League, and the first American coach to win in the storied competition. His Red Bull Salzburg team rolled over Belgium’s Genk 6-2, in a show of strength that has defined Marsch’s tenure in the Austrian city near the...