The Baker's Catalogue has two different kinds of coffee extracts listed next to their vanilla, almond, and lemon extracts. One is a Nielsen-Massey brand coffee extract, which is supposedly a "thick essence of brewed coffee" in a concentrated form. They recommend it for adding depth to chocolate recipes and baked goods.
The other coffee extract they offer seems like it is even more concentrated - an essential oil, perhaps? It's from Lorann Oils and they say it is suitable for candy-making. The Lorann Coffee Extract sells for $6.25 per 1-ounce bottle. The Nielsen-Massey coffee extract sells for $10.95 per 4-ounce bottle. Have you used either of these, or another coffee extract, in your baking and cooking, and how did it work?