Try Classic Auto:
http://classicins.com/
Don't know if they insure Cobras, but it's worth a shot.
I have a my GT40, 67 Vette and a Beck 550 spyder replica insured with them for 711.00 per year total. It actually dropped 300.00 this year ! ( some NY state related change). I haven't filed a claim yet, but the service has been good...