[1] Cockburn won the Jay Scott Prize in 2010 and the European Media Art Festival's principal award in 2011 for his debut feature film You Are Here.

[10] He has a rare literary talent which he serves up with visual élan, smart design sense and a playful philosophical project whose deeply lived roots is leavened throughout with humour.

Cockburn usually appeared in his own films, not exactly playing himself, but enacting the main (or only) character of his script: "I am interested in this blank face without emotions.

They are deliberately sleek and crafted, even produced, but it is Cockburn's performances within these productions that intrigue me most; his personae are disconcerting in their honesty and familiarity.

Calmly offering philosophical and metaphysical insights on the audio track, while evidence of his thesis plays out on the screen, he's both prankster and serious inquisitor; there's no way anything he's talking about is even plausible, let alone probable, but he's going to explore the possibilities as if it were.

Marcos Ortega de Mon noted that in the film, finding and archiving material plays a big role in the narration:The activity of collecting seems to be a trap and source of obsession, but in other respects, it may also be a base for resistance, an escape from those powers that seem to have control over the claustrophobic situations his protagonists find themselves in, not only in the feature film but also in his shorts.

[32] By the time The Argument was released, Cockburn had begun an artist-in-residenceship at Acme Studios and research fellowship at the Queen Mary University of London's School of Languages, Linguistics and Film in its pilot year.

[34][35][36][37][38] During the residency, Cockburn researched the extension of lecture-performance practice into an expanded-cinema format involving multiple projections and live video feeds.

[33] Cockburn curates film and video and is a member of the Pleasure Dome programming collective, writing for their publication A Blueprint for Moving Images in the 21st Century.

"[16][40] ALTOGETHER is an ensemble performance of music, movement, and monologue produced with the participation of York University students in 2007, the work explores "semantic/somatic overlap and overload".

[42] During his Berlin residency in 2009,[43] Cockburn developed an anti-artist talk,[44] also called a "lecture-performance" about his professional mistakes as an artist, technical, aesthetic, and ideological.

[45] "The art world is bursting with events where artists present an anthology of the highlights of their career to a slightly bored audience.

"[44] Cockburn decided to turn this idea on its head with All The Mistakes I've Made, examining to what extent his own inability to properly judge is representative of a "negative trend" in contemporary art and cinema, and supporting this argument with excerpts from his own work, and that of artists like Andrei Tarkovsky and Tim Burton.

"[49] In 2014, Cockburn put together a performance about failure, Heist Gone Wrong, which opened for the It wasn't supposed to be like this exhibition at Videofag in Toronto.

"[50][51] As of late 2019, Cockburn is adapting Mark Vonnegut's memoir The Eden Express into a feature screenplay, and developing a new one-man multi-screen live show called "All of the Other Agains", which was scheduled to premiere at the Flatpack Festival in Birmingham in 2020.

In a number of interviews, Cockburn said that he struggled with a paranoid-delusional breakdown[20] during which "everything I saw, read, and heard was some sort of message to me that needed to be decoded.

"[54] That experience "stayed" with him and worked its way into "just about everything" he wrote or directed, including his first feature film:You Are Here is a compendium of characters dealing with the question of whether their life is just a series of random events, or whether there’s some "Great Code" at the heart of it all.