Cinema Dave interviewed Alice Cooper in 2011, he asked if he ever asked Paul McCartney to collaborate, this is Alice's response;
"That would be on my bucket list! When he was with "Wings" we shared a studio and I wrote a song titled "I am having a Heart Attack." We are both lyricists and Paul McCartney does not need an Alice Cooper."
Here is the rest of the interview;
That said, Paul McCartney & Alice Cooper have now collaborated with Joe Perry and Johnny Depp as a Supergroup titled "Hollywood Vampires." The much anticipated album will be released September 11.