Particular examples and the general structure of extended conformal symmetries in coset conformal field theories are discussed. Discrete series of unitary representations, whose existence had been previously conjectured, are constructed for a class of extended conformal algebras introduced by Fateev and Zamolodchikov (FZ). The construction is a generalisation of the coset construction of the discrete series for the superconformal algebra using the coset spaces so(N) ⊕ su(N)/so(N), for fixed N. The N = 3 series is the FZ S3 algebra and the N = 4 series consists of two commuting copies of the superconformal algebra. A general method for analysing the extended conformal symmetries present in a particular coset theory and of constructing discrete series of representations of extended symmetry algebras is outlined.