Located on the New South Wales border, Cockburn was created as a direct result of the refusal of the NSW government to allow South Australian engines to operate within the state of NSW. Trains would arrive in Cockburn and be required to change engines prior to advancing to Silverton and Broken Hill.
On the NSW side, the siding was called Burns. Settled in 1886, the population escalated to over two thousand in 1892 but is now home to a mere 60 people, since the coming of the standard gauge and the attempt by government agencies to close the smaller towns along the Barrier Highway. Tom Mann, protagonist of the 1909 Broken Hill lockout gave his speech at Cockburn to three thousand people who had travelled from Broken Hill to hear him.