As renewable energy increasingly penetrates into electricity-heat integrated energy system (IES), the severe challenges arise for system reliability under uncertain generations. A two-stage approach consisting of pre-scheduling and re-dispatching coordination is introduced for IES under wind power uncertainty. In pre-scheduling coordination framework, with the forecasted wind power, the robust and economic generations and reserves are optimized. In re-dispatching, the coordination of electric generators and combined heat and power (CHP) unit, constrained by the pre-scheduled results, are implemented to absorb the uncertain wind power prediction error. The dynamics of building and heat network is modeled to characterize their inherent thermal storage capability, being utilized in enhancing the flexibility and improving the economics of IES operation; accordingly, the multi-timescale of heating and electric networks is considered in pre-scheduling and re-dispatching coordination. In simulations, it is shown that the approach could improve the economics and robustness of IES under wind power uncertainty by taking advantage of thermal storage properties of building and heat network, and the reserves of electricity and heat are discussed when generators have different inertia constants and ramping rates.