A quick scan of the Zefram Cochrane page on Memory Beta finds references to the following books he appears in:

• Metamorphosis (TOS episode novelization)
• First Frontier (TOS novel)
• A Warp in Space, Star Trek #49 (TOS comic)
• Federation (TNG novel)
• Imzadi (TNG novel)
• First Contact (TNG movie novelization)
• Honor Bound (DS9 novel)

Note that I'm ignoring reference works (like the Star Trek: The Next Generation Reference Manual) and other books (like NF: Stone and Anvil) where he is mentioned but doesn't appear as a character.

A scan of his Memory Alpha page and his Wikipedia page don't turn up any more, nor does a search of Google books.

A quick scan of the Zefram Cochrane page on Memory Beta finds references to the following books he appears in:

• Metamorphosis (TOS episode novelization)
• First Frontier (TOS novel)
• A Warp in Space, Star Trek #49 (TOS comic)
• Federation (TNG novel)
• Imzadi (TNG novel)
• First Contact (TNG movie novelization)
• Honor Bound (DS9 novel)

Note that I'm ignoring reference works (like the Star Trek: The Next Generation Technical Manual) and other books (like NF: Stone and Anvil) where he is mentioned but doesn't appear as a character.

A scan of his Memory Alpha page and his Wikipedia page don't turn up any more, nor does a search of Google books.