IE and Windows keeps cookies here:
%AppData%\Microsoft\Windows\Cookies
Points to the same directory as @Sohnee's does under Windows Visa and newer, but his doesn't under Windows XP and earlier, my - does.
also Temporary Internet Files
can contain some cookies.
Meanwhile Firefox keeps cookies into SQLite database under profile root:
%AppData%\Mozilla\Firefox\Profiles\%FirefoxProfile%\cookies.sqlite
To read the data you need to connect to that database using any SQLite client and execute next query:
select value
from moz_cookies
where name = 'test'
I did it just now using trial SQLite Maestro. And don't forget to close all running Firefoxes before connection attempt.