doh, sorry!!
All browsers are Firefox
1 - Win 7, FF 3.5.5, not showing all cookies (sorry, gave wrong info earlier)
2 - Win XP, FF 3.5.5, showing plenty of cookies
3 - Win XP, FF 3.5.6, showing just 4 cookies (should have loads more since I have about 46 websites open)
4 - Win XP, FF 3.5.5, showing plenty of cookies
Machines 1 and 3 both run multiple instances of Firefox, that might be the root cause
Machine 1 has 2 instances, machine 4 has 4 instances of Firefox.