- Father with Jean Ross of mystery writer Sarah Caudwell.
- His second partner was Jean Ross who served as Christopher Isherwood's model for Sally Bowles in his "Berlin Stories," the original source for Cabaret (1972).
- Father of Alexander Cockburn, writer for "CounterPunch" and "The Nation", and of journalists Andrew Cockburn and Patrick Cockburn.
- Grandfather of Olivia Wilde and grandfather-in-law of Tao Ruspoli, in turn brother of Bartolomeo Ruspoli.
- Father-in-law of Leslie Cockburn.
- In the early 1950s, he was living in Ireland in an old house with a leaky roof which he could not afford to have repaired. To raise the money, he left several copies of his novel "Beat The Devil" at strategic places in a country house where he was a weekend guest, knowing that one of the other guests, John Huston, was a film director. Sure enough, Huston began to read the novel over the weekend and had made an informal offer for the film rights before the weekend was over. This money paid for the roof-repair.
- A close friend of Malcolm Muggeridge, although they almost never agreed on anything.
- He had been living in some obscurity in Ireland for several years when, in the summer of 1963, he was asked to guest-edit one issue of the satirical fortnightly magazine, "Private Eye", in London. (The then editor of the magazine, Christopher Booker, was going on his honeymoon). Cockburn took some persuading, but agreed to do the one edition of "Private Eye" - and in it he contrived to name the head of MI6, hitherto a top secret; to allege (accurately) that Lady Dorothy Macmillan, the wife of the then Prime Minister, had been an adulteress; to list the suspected lovers of the Duchess of Argyll, who was then going through a sensational divorce; to suggest that one of them, a prominent Member of Parliament, had paid over £2000 to have a photograph which was used in these divorce proceedings altered, so that his face could not be seen; and to run a detailed story strongly hinting that a 60-year-old artist named Hal Woolf had died as a result of injuries sustained whilst in police custody. This last story had been ignored by all the daily newspapers, and, as a direct result of Cockburn's piece, an inquiry was launched into the death. In later years, Cockburn was a regular "Private Eye" columnist.
- Contrary to popular misconception, Cockburn and Jean Ross never married as Cockburn was uncertain whether his divorce from his American first wife Hope Hale Davis was valid in England. Whether Ross knew that Cockburn was still legally married to Davis is unknown. However, several months before her daughter's birth, Ross filed a deed poll in which she changed her surname to Cockburn.
- He began his journalist career as a foreign correspondent for "The Times", but abandoned this prestigious newspaper to work for the Communist "Daily Worker" newspaper at about one-third of his "Times" salary.
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