From Muppet Wiki

In spite of his name, Cookie Monster's voracious appetite has not limited itself purely to cookies. The catalogue of his consumption includes, but is by no means limited to, the following:

• A broken styrofoam number 5 (in the sketch where Kermit tried to test Herry and Cookie to see if they could identify it without actually seeing it)
• Cookie boxes
• Apples, lettuce, and other healthy foods
• Pies, donuts, cupcakes, and other baked goods
• Hot dogs
• Paper
• Assorted plates and flatware
• Various Letters of the Alphabet, Numbers, and Shapes
• Alphabet blocks in "A, You're Adorable"
• A safe that Ernie locks his cookies in
• Snow ("The Ballad of Casey McPhee")
• A pencil, a typewriter, a telephone and Gordon and Susan's Christmas tree (Christmas Eve on Sesame Street)
• The greater part of Gordon and Susan's Volkswagen Beetle (Follow That Bird)
• The moon (in dream sequence, "If Moon Was Cookie")
• Oscar the Grouch's trash can lid
• His speech about Grover (A Celebration of Me, Grover)
• An award envelope (Monster Hits)
• A Hot Dog Stand and a Museum brochure (Don't Eat the Pictures)
• Bert and Ernie's video camera and cassette (Sesame Street: 20 and Still Counting)
• A black telephone, which rings in his belly in a sketch with Kermit
• Half of Ernie's pillow
• The word FOOD, a salt and pepper shaker set and a cloth napkin
• A poem on cookies
• Mike the Baker's tie and the Letter I on his sign
• A 1973 Ford F-250 pickup truck (The Monster's Three Wishes)
• Nearly all of Sesame Street in Big Bird's Birthday or Let Me Eat Cake
• Sesame Street sign in Big Bird's Birthday or Let Me Eat Cake
• Ernie's telephone
• A brick wall ("What is Friend?")
• A dish and a pink telephone, which rings in his belly in a sketch with Prairie Dawn
• A painting and a palette
• A film strip and Rosebud the sled (A Brief History of Motion Pictures)
• Popcorn, theater tickets and Grover's seat (Don't Forget to Watch the Movie)
• A mailbox (Elmo's World: Mail)
• Chains, a speaker, microphones, wires and studio lights (Cookie Disco)
• A safe (Letter of the Day: A)
• The n't part of a sign with the word "Don't" written on it (Letter of the Day: D)
• A drawing of an "F" in a circle (Letter of the Day: F)
• A fake nose, moustache and glasses (Letter of the Day: M)
• A basket (Letter of the Day: S)
• A suitcase (Letter of the Day: Y)
• A manhole cover (Circles)
• A box (Monsterpiece Theater: Monster in a Box)
• A picture of a box
• Matt Lauer's microphone
• Faith Hill and Tim McGraw's kaleidoscope (Take a Turn)
• Ernie's ukulele (Ernie Presents the Letter "U")
• Mumford's Magic Wand
• Hooper's Store (Episode 0725)
• Various pipes (early "Monsterpiece Theater" sketches)
• A ping-pong ball, a vacuum cleaner, an alarm clock and Bert's blindfold ("The Listening Game")
• The Christmas Counter-Downer (Elmo's Christmas Countdown)
• A bouquet of daisies (The Letter of the Day Games: D)
• Jellybeans (The Letter of the Day Games: J)
• A pizza and a painting (The Letter of the Day Games: P)
• A slice of watermelon (The Letter of the Day Games: W)
• A yoyo and a yam (The Letter of the Day Games: Y)
• Ernie's frying pan (Breakfast Time)
• Balls (The King's Nose)
• Autumn leaves (Sesame Street Pageants: The Four Seasons)
• A poster for "A Streetcar Named Monster" and his necktie (American Monster Classics: A Streetcar Named Monster)
• A printed picture of a cookie drawn on a computer
• A pair of headphones (NPR's "In Character")
• A flashlight, and the "d" from "The End" (Sesame Street Stays Up Late!)
• A script (Elmopalooza)
• Half of a Bus Stop sign
• A giant rock