I would think that after the Enterprise E traveled "back to the future" and repaired the timeline, neither Cochrane or Sloane would remember the Enterprise's involvement in achieving first contact. Is that right? Because otherwise doesn't that totally screw up the timeline?
In ENT 2x23, Regeneration, it was confirmed that Zefram Cochrane does indeed remember the events of the movie:
Since he remembers it, it's pretty likely that Lily Sloane does as well.