It seems that you can convert Caligari 3D objects (.cob) can be converted to all kind of other model formats, including Kaydara 3D data exchange files (.fbx). Several 3D modeling tools may be of help here and so can be some of the dedicated conversion tools like PolyTrans.
Convert Caligari trueSpace 3D object file to Autodesk Kaydara 3D data exchange format.
We found 3 software records in the database related to .cob to .fbx file format conversion.
Microsoft Windows software - convert cob to fbx on Windows
A 3D CAD translation softwate
Convert from cob file format
The tables with software actions are a good pointer for what a certain program does with various file types and often may give users a good hint how to perform certain file conversion, for example the above-mentioned cob to fbx. However, it is not perfect and sometimes can show results which are not really usable because of how certain programs work with files and the possible conversion is thus actually not possible at all.
A graphics design tool for making 3D landscaping and animations
Apple macOS / Mac OS X software - convert cob to fbx on OS X
3D modeling and animation package for Mac.