Costco sells auto/home insurance through American Family Insurance. You can usually get a group discount as a Costco member. Depending on your own situations, you might have a great deal from American Family Insurance. But it is not guaranteed to be the best deal among all the insurance companies.
The information in this answer is general in nature and is not legal or insurance advice for your specific situation. Policy language varies carrier by carrier; your declarations page is the final word. If you're unsure, call your agent before you need to file.