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We consider a wide family of optical coherent feedback loops acting on an optomechanical system operating in the linearized regime. We assess the efficacy of such loops in improving key operations, such as cooling, steady-state squeezing and entanglement, as well as optical to mechanical state transfer. We find that mechanical sideband cooling can be enhanced through passive, interferometric coherent feedback, achieving lower steady-state occupancies and considerably speeding up the cooling process; we also quantify the detrimental effect of non-zero delay times on the cooling performance. Steady state entanglement generation in the blue sideband can also be assisted by passive interferometric feedback, which allows one to stabilise otherwise unstable systems, though active feedback (including squeezing elements) does not help to this aim. We show that active feedback loops only allow for the generation of optical, but not mechanical squeezing. Finally, we prove that passive feedback can assist state transfer at transient times for red-sideband driven systems in the strong coupling regime.