The capacity of the AWGN broadcast channel is achieved by superposition coding, but superposition of individual coded modulations expands the modulation alphabet and distorts its configuration. Coded modulation over a broadcast channel subject to a specific channel-input modulation constraint remains an important open problem. Some progress has been made in the related area of unequal-error protection modulations which can be considered single-user broadcast transmission, but it does not approach all points on the boundary of the capacity region. This paper studies broadcast coded modulation using multilevel coding (MLC) subject to a specific channel input constellation. The conditions under which multilevel codes can achieve the constellation-constrained capacity of the AWGN broadcast channel are derived. For any given constellation, we propose a pragmatic multilevel design technique with near constellation-constrained-capacity performance where the coupling of the superposition inner and outer codes are localized to each bit-level. It is shown that this can be further relaxed to a code coupling on only one bit level, with little or no penalty under natural labeling. The rate allocation problem between the bit levels of the two users is studied and a pragmatic method is proposed, again with near-capacity performance. In further pursuit of lower complexity, a hybrid MLC-BICM is proposed, whose performance is shown to be very close to the boundary of the constellation-constrained capacity region. Simulation results show that good point-to-point LDPC codes produce excellent performance in the proposed coded modulation framework.