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In her book Across Time and Death, Cockell discusses her past life memories of life as Mary Sutton in early-20th century Ireland. The book chronicles Cockell's research into Sutton's life and Cockell's subsequent reunion with Sutton's children, some of whom accept Cockell as the reincarnation of their mother.
In 2000, CBS aired Yesterday's Children, which was a made-for-TV movie adaptation of Cockell's book, with Jane Seymour in the title role. For the TV movie, however, Jenny Cockell was referred to as "Jenny Cole," and the story was slightly rewritten with Jenny Cole being an American as opposed to British citizen.
Cockell is also the author of Past Lives, Future Lives, in which she discussed her visions of what she believes will be her future lives, among these a girl, Nadja in Nepal around 2050.
Joe Nickell has written that Cockell's alleged past life memories and reincarnation claims break down under critical analysis "Unknown were Mary’s surname, either maiden or married, or the names of her husband or children. Similarly, the village’s name and even its location were a mystery. Cockell was ignorant of dates as well, including Mary’s birth date or even the year of her birth. And so on and on." Nickell noted that Cockell had a tendency to fantasize and the evidence suggests her past life memories under hypnosis were not memories but the product of her imagination.
- Yesterday’s Children: The Extraordinary Search for my Past Life Family, Piatkus, 1993
- Across Time and Death: A Mother's Search for Her Past Life Children, Piatkus, 1994
- Past Lives, Future Lives: One Woman's Extraordinary Experiences of Other Lifetimes, Piatkus, 1996
- Journeys Through Time: Uncovering My Past Lives, Piatkus, 2008