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Our indexes include entries for the spelling cockburn. In the period you have requested, we have the following 653 records (displaying 171 to 180): 

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Deaths, Marriages, News and Promotions (1804)
Death notices and obituaries, marriage and birth notices, civil and military promotions, clerical preferments and domestic occurrences, as reported in the Gentleman's Magazine. Mostly from England and Wales, but items from Ireland, Scotland and abroad.
Sample scan, click to enlarge
Deaths, Marriages, News and Promotions
 (1804)
National ArchivesMasters of apprentices and clerks (1804)
Apprenticeship indentures and clerks' articles were subject to a 6d or 12d per pound stamp duty: the registers of the payments usually give the master's trade, address, and occupation, and the apprentice's name, as well as details of the date and length of the apprenticeship. 2 January to 31 December 1804. IR 1/39
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Masters of apprentices and clerks
 (1804)
Deaths, Marriages, News and Promotions (1805)
Death notices and obituaries, marriage and birth notices, civil and military promotions, clerical preferments and domestic occurrences, as reported in the Gentleman's Magazine. Mostly from England and Wales, but items from Ireland, Scotland and abroad.
Sample scan, click to enlarge
Deaths, Marriages, News and Promotions
 (1805)
Inhabitants of Berwick-upon-Tweed, in Northumberland (1805)
Holden's Triennial Directory of 1805 to 1807 included a provincial section, listing professional people and traders in England, Wales, Scotland and Ireland. (The sample scan here is from the listing for Bath)
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Inhabitants of Berwick-upon-Tweed, in Northumberland
 (1805)
Inhabitants of Dublin (1805)
Holden's Triennial Directory of 1805 to 1807 included a provincial section, listing professional people and traders in England, Wales, Scotland and Ireland. (The sample scan here is from the listing for Bath)
Sample scan, click to enlarge
Inhabitants of Dublin
 (1805)
Inhabitants of Edinburgh (1805)
Holden's Triennial Directory of 1805 to 1807 included a provincial section, listing professional people and traders in England, Wales, Scotland and Ireland. (The sample scan here is from the listing for Bath)
Sample scan, click to enlarge
Inhabitants of Edinburgh
 (1805)
Inhabitants of London (1805)
Holden's Triennial Directory for 1805 to 1807 includes this 'London Alphabet. Private Residences'. About 10,000 people are recorded.
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Inhabitants of London
 (1805)
Inhabitants of Newcastle upon Tyne, in Northumberland (1805)
Holden's Triennial Directory of 1805 to 1807 included a provincial section, listing professional people and traders in England, Wales, Scotland and Ireland. (The sample scan here is from the listing for Bath)
Sample scan, click to enlarge
Inhabitants of Newcastle upon Tyne, in Northumberland
 (1805)
Traders and professionals in London (1805)
Holden's Triennial Directory for 1805 to 1807 includes this 'London Alphabet of Businesses, Professions, &c.': coverage is good; about 30,000 individuals are recorded.
Sample scan, click to enlarge
Traders and professionals in London
 (1805)
Trustees and Residents of the Albany (1805)
The Albany, on Piccadilly in London, became a very exclusive residence: it was managed by a board of trustees. The trustees and inhabitants are listed in Holden's Triennial Directory of 1805 to 1807.
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Trustees and Residents of the Albany
 (1805)
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Research your ancestry, family history, genealogy and one-name study by direct access to original records and archives indexed by surname.