Henry Thomas Cockburn of Bonaly, Lord Cockburn ( /ˈkoʊbərn/ KOH-bərn; Cockpen, Midlothian, 26 October 1779 – Bonaly, Midlothian, 26 April/18 July 1854)  was a Scottish lawyer, judge and literary figure. He served as Solicitor General for Scotland between 1830 and 1834.
His mother Janet Rannie  was as sister-in-law of the influential Lord Melville, through her sister Elizabeth, and his father, Archibald Cockburn, was Sheriff of Midlothian and Baron of the Court of Exchequer.  He was educated at the Royal High School and the University of Edinburgh. 
His brother, John Cockburn FRSE (died 1862), was a wine merchant and founder of Cockburn's of Leith. 
Cockburn contributed regularly to the Edinburgh Review . In this popular magazine of its day he is described as: "rather below the middle height, firm, wiry and muscular, inured to active exercise of all kinds, a good swimmer, an accomplished skater, an intense lover of the fresh breezes of heaven. He was the model of a high-bred Scotch gentleman. He spoke with a Doric breadth of accent. Cockburn was one of the most popular men north of the Tweed."  He was a member of the famous Speculative Society, to which Sir Walter Scott, Henry Brougham and Francis Jeffrey belonged.
The extent of Cockburn's literary ability only became known after he had passed his 70th year, on the publication of his biography of lifelong friend Lord Jeffrey in 1852, and from his chief literary work, the Memorials of his Time, which appeared posthumously in 1856. His published work continued with his Journal, published in 1874. These constitute an autobiography of the writer interspersed with notices of manners, public events, and sketches of his contemporaries, of great interest and value.
Cockburn entered the Faculty of Advocates in 1800, and attached himself, not to the party of his relatives, who could have afforded him most valuable patronage, but to the Whig party, and that at a time when it held out few inducements to men ambitious of success in life. He became a distinguished advocate, and ultimately a judge. He was one of the leaders of the Whig party in Scotland in its days of darkness prior to the Reform Act of 1832, and was a close friend of Sir Thomas Dick Lauder. He was the defence lawyer for Helen McDougal, Burke's wife, in the trial for the Burke and Hare murders, and won her acquittal.
On the accession of Earl Grey's ministry in 1830 he became Solicitor General for Scotland. During his time here he drafted the First Scottish Reform Bill.  In 1834 he was raised to the bench, and on taking his seat as a Judge in the Court of Session he adopted the title of Lord Cockburn as a Scottish Lord of Session. 
Whilst Lord Cockburn's name is usually associated with building conservation, this reputation is somewhat misplaced as his interest was very selective. In 1845 he purchased the entire estate of Bonaly, south-west of Edinburgh. He rebuilt the farmhouse in a romantic fashion, adding a tower, and renaming it Bonaly Tower. However, the rest of the village (which appears to have dated from the 17th century or older) was rased to the ground to improve views from his new house. There is no record of what became of the inhabitants of the village. 
Cockburn married Elizabeth Macdowall (Glasgow, Lanarkshire, 1 March 1786 – 1857), daughter of James Macdowall and his second wife Margaret Jamieson, in Edinburgh, Midlothian, on 12 March 1811. As was common in the period he had both a town house and country house. The country house was at Bonaly, on the south-west edge of Edinburgh. His large town house at 14 Charlotte Square, in the west end of the city, was designed by Robert Adam.  They had five daughters and six sons:  
The authors Alec Waugh and Evelyn Waugh, the journalist Claud Cockburn, Claudia Cockburn (wife of actor Michael Flanders) and author Sarah Caudwell were all descended from Cockburn, as are journalists Laura Flanders, Stephanie Flanders, Alexander Cockburn (husband of author Emma Tennant), Andrew Cockburn (husband of journalist Leslie Cockburn) and Patrick Cockburn (son-in-law of Bishop Hugh Montefiore) and actress Olivia Wilde (former wife of Tao Ruspoli). 
Cockburn died on 26 April 1854, at his mansion of Bonaly, near Edinburgh and is buried in the city's Dean Cemetery. A statue of him by local sculptor William Brodie stands in the north-east corner of Parliament Hall.
Cockburn Street, built in the 1850s to connect the High Street with the North British Railway's Waverley station, is also named after him. The building at the foot of the street, formerly the "Cockburn Hotel", bears his image in profile in a stone above the entrance.
Cockburn had an interest in architectural conservation, particularly in Edinburgh, where several important historic buildings such as John Knox's House and Tailors' Hall in the Cowgate owe their continued existence to the change in attitude towards conservation which he helped bring about. The Cockburn Association (Edinburgh Civic Trust), founded in 1875, was named in his honour.
Cockburn was played by Russell Hunter in Cocky, a one-man play which was effectively a dramatisation of his memoirs, broadcast on BBC Scotland. It ended with his closing speech to the jury in the Burke and Hare trial.
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