Some cats, like humans, naturally have oily skin. The Maine Coon is a breed that is known for a somewhat oily skin and coat. Bathing regularly can help this problem. Also, cats with a condition called seborrhea can produce tremendous amounts of skin oil, which can result in sores and patches of missing fur as well as a greasy coat.
Cats will sometimes get greasy coats when they have fleas, mites, or even allergies, all of which can cause the skin's sebaceous glands to work overtime and secrete more oil than usual. Less often, a greasy coat can be a sign of internal problems such as diabetes or a hormonal imbalance. Many times, a cat's coat will even get almost a rancid type of an odor to them. A greasy coat can be more than a cosmetic problem. It is a breeding ground for bacteria and other organisms. As a result, cats with greasy coats are prone to skin infections, which can make their skin itchy and sore.
If your cat is scratching a lot; if his fur has a rancid odor; if he is drinking much more water than usual; if he is shedding or scratching more than usual; if he has scales, bald patches, or a rash; if he has severe dandruff or dry skin; or if his fur is greasy or smelly even after baths, he needs to see the vet.
I know you said you bathed him, but the shampoo you use is very important also. Look for a medicated shampoo that is made specifically for oily-skinned pets. These shampoos usually contain ingredients such as coal tar, salicylic acid, benzoyl peroxide, or sulfur, which are very effective at cutting through the oil and for removing built-up scales from the surface of the skin. Pet supply stores carry a variety of shampoos, among them, the medicated type. Don't use shampoos containing coal tar, phenol, or selenium sulfide on cats because they can be toxic.
Depending how greasy your cat's coat is, he may need baths as often as every other day until the problem clears up. More often, once or twice a month will be enough.
Medicated shampoos are much stronger than regular cleansing shampoos, so you don't want to use them too often. Plus, the medications require at least 10 minutes of contact time to do their job. It is a good idea to rinse the skin and hair well to avoid irritation. The switch to a medicated shampoo may have to be permanent, unless you want the condition to come back.
Applying a coat conditioner after shampooing will help restore moisture to the skin that the shampoo took out, but check with your vet before using these products.
You may want to try giving your cat supplements containing fatty acids, such as those containing fish oil. Sometimes the supplements can help calm down the hypersecreting oil glands in the skin. You can call your vet to get supplement recommendations. Since this oilyness is a relatively new development with your cat, discussing the problem with your vet before doing anything may be the smartest move. Maine coons aren't considered "mature" until 4-5 years of age, and this new development may be part of his maturation - but again, I would discuss the possibility with your vet.
I attend cat shows with maine coon breeders a LOT and they all say their cats' coats are VERY hard to keep clean, as coons tend to repel water. A good friend of mine takes plain Dawn dish soap and works it through her boy's dry coat and allows it to sit for several minutes to absorb the excess oil. She then wets him down and lathers him and rinses the Dawn out. After that, she bathes him normally. Maine Coones have beautiful coats, but they can be a but tough to care for. Hopefully, I've given you a few suggestions that will work well for you.