Cosby. At her residence, in this city, at noon, yesterday, the 31st of May, Mrs. Anna Mills Cosby, after a severe illness of about thirty days. The loss of this estimable, benevolent and public spirited lady will be deeply mourned by the large number of persons who have been assisted by her charities, and by her extended circle of acquaintances and friends. The funeral will take place from her late residence, 553 New Jersey avenue, on Thursday, June 2d, at 4 o'clock p.m.