Are we talking low elo games or serious games?
If it's the former just pick an assassin and keep ganking him. The tanks will be oblivious and won't save their best moves for saving Kog.
If it's a serious game you'll need a Kog'Maw buster. Certain characters can take Kog down much more easily than others. In particular, Master Yi, Tristana, and Miss Fortune all have good chances of beating down Kog, each for different reasons. Yi has super high DPS and a move for closing distances, Tristana has comparable range and her AD hax is similar to Kog's Magic power, and Miss Fortune's ult has even longer range than Kog's barrage, letting her whittle his health down a lot before going in for the kill.
Olaf isn't a counter for those parroting whoever said it first. In real games Olaf will die to burst in half a second. He can't close distances easily at all. He can technically work against braindead teams, but not against a coordinated group.