This recipe calls for Cognac, which is a distilled brandy from the Cognac region of France. Cognac is available in the liquor department of many grocery stores or at beverage shops. If you don't have Cognac or don't want to purchase it, you can use an equal amount of a different type of brandy, white wine or beef broth. The flavor will be a little different without the brandy, but it will still be delicious.