Alison & Sarah I are the only pair that I always remember that they are the same actress, I think because their appearance is the same.  However by the end Cosima seemed like a totally different person altogether.

The bigger question that's been bugging me in the show is why Cosima wears glasses, and they clearly arent hipster style glasses, cause there's the scene where she meets Delphine where she needs to put them on to see her.