I'm having troubles finding the font(s) used in the Hennessy logo. For "Hennessy", "Cognac" and the script font at top. I found some similarities with Gazzette, but the font used in the logo is more extended.


Sounds probably "lazy" but to me a slightly edited Times New Roman might work for 'Hennessy' and 'COGNAC' mainly squooshing it and curving top /n serif. Starling FB might be a good option to consider too.
No match for the script. Some close: Englische Schreibschrift, Symphony, English 157, Sonata
BTW, this logo is freely available to download as vector http://here.
URW’s Danmark is actually a pretty good match for the overall letter shapes/proportions—with a little manual condensing:
http://www.myfonts.com/fonts/urw/danmark/
Thicken the crossbar and refine the serifs on the |H|, add serifs to each |s|, and add a ball finial to the tail of the |y|, and you are pretty close.
Agree with Ryuk about Times New Roman for |COGNAC|—a little artificial widening, and it is a better than 95% match.
Nimbus Roman by URW is a close second:
http://www.myfonts.com/fonts/urw/nimbus-roman/
For the script face, Ballantines Script by Elsner+Flake is good for everything except the initial caps:
http://www.myfonts.com/fonts/ef/ballantines-script/
Novia isn’t bad, either:
http://www.myfonts.com/fonts/fontbureau/novia/
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