 In 1840 he purchased a lot in Raleigh, North Carolina, living in that town until his death; his letters indicate that he travelled greatly during this time.Most of Cosby's surviving buildings are in Virginia.These include Cumberland County Courthouse in Cumberland, Virginia; Grace Church in the former community of Ca Ira; Halifax County Courthouse in Halifax, Virginia, Venable Hall, on the campus of Hampden–Sydney College; the Sussex County Courthouse in Sussex, and the Goochland County Courthouse complex in Goochland, all of which are listed on the National Register of Historic Places, as well as Hotel A, one of the buildings designed by Jefferson that comprise the core of the University of Virginia, which has long housed the "Virginia Quarterly Review".