The largest bank in Sweden offers a free 16 week COBOL training course and basically a guarantees job if you pass. That's how desperate they are to hire new COBOL developers.

But it's worth noting that what most of the places hiring COBOL developers actually need isn't someone that knows COBOL, but someone that knows how to develop for mainframe systems (using COBOL). If you just learn the COBOL language in a vacuum, you'll have a much harder time getting hired.