Cognac substitution for a pan sauce for steak.

If you have no other options than the ones listed above, go to your local gas station with a food mart, and they will most certainly have a mini 4-5 oz bottle of cognac on the counter for sale :)

I would also go with the sherry if it's a dry one.

I would also go with the sherry if it's a good sherry, not too sweet.

I will dissent slightly and say sherry. But what I keep around are those mini bottles of cognac etc. I rarely drink the stuff anymore so I don't need to keep a 750ml bottle around. But the mini's fit well in my pantry space.

I would go with red wine also!

Red wine!

I think Summer of Eggplant has it: red wine, marsala or sherry. (Not the rum.)

I would go with the red wine, marsala or sherry -- they'd all work