Millimeter wave (mmWave) is recognized as a promising technology for the fifth generation cellular networks as it can increase system capacity significantly due to its abundant spectrum resources. Since mmWave signals are highly sensitive to blockages, received signals can experience severe none-line-of-sight (NLOS) pathloss if there are blockages between a mmWave base-station (mBS) and a user equipment (UE). Relay nodes (RNs) can be used in a mmWave cellular network to help alleviate blockages and provide alternative line-of-sight (LOS) links when blockage occurs. In this paper, we provide coverage study in a mmWave network with various distributions of mBSs, UEs, blockages, and RNs. Both analytical and simulation results show that with the assistance of RNs more LOS links are expected and the network signal-to-noise ratio (SNR) or signal-to-interference-noise ratio (SINR) performance can be improved significantly.