Cooking alcohol: how many calories are lost?

It depends on how much alcohol there is relative to other things--sugars primarily, as they are about the only calorific part of most alcoholic beverages once the alcohol is gone (alcohol is the most calorific part for sure). You can use the alcohol proportion by volume (ABV) to approximate a little.

Assuming equal amounts of each:

Spirits don't leave much calorific stuff behind at all after the alcohol is gone because they're mostly alcohol. Alcohol by volume is between 40 and 60 percent in most cases.

Wine leaves a bit more, as there is more unfermented sugar remaining in the beverage you buy, but there's still not a heck of a lot. It depends on how dry the wine is. Alcohol by volume is between 10 and 20 percent mostly.

Beer can leave quite a bit, as many have significant amounts of unfermented/unfermentable sugar. This can be where ABV lets you down for estimating--high alcohol beers are also often high in unfermentable sugar too, so when the alcohol goes you're still left with quite a few calories. ABV can be anything from 4 to 20 percent, with the majority clustering around 5 percent. Lite beers are usually pretty low in alcohol and also pretty dry, meaning low residual sugars too.

A gray area is liqueurs and the like. Many are fairly high in alcohol by volume, but also heavy on sugars.

I should also point out that in many cooking applications, the calories added by the alcoholic beverage are fairly negligible, given the small amounts used relative to the number of servings. Even a Boeuf Bourguignon or Coq au Vin with a whole bottle of wine in it doesn't have all THAT much wine per serving--that whole bottle gets broken down into 6 or more servings, so each person gets less than a glass worth of alcohol-free wine calories. That probably averages something like 40 extra calories per serving.