High-speed signal-free intersections are a novel urban traffic operation enabled by connected and autonomous vehicles. However, the impact of communication latency on intersection performance has not been well understood. In this paper, we consider vehicle coordination at signal-free intersections with latency. We focus on two questions: (i) how to ensure latency-resiliency of the coordination algorithm, and (ii) how latency affects the intersection's capacity. We consider a trajectory-based model with bounded speed uncertainties. Latency leads to uncertain state observation. We propose a piecewise-linear control law that ensures safety (avoidance of interference) as long as the initial condition is safe. We also analytically quantify the throughput that the proposed control can attain in the face of latency.