I should add, for anyone traveling to Cologne, that you can still get a ticket to Cologne on Lufthansa. Your bags will be checked through to an office next to the station lobby. In other words, when you get off your flight you go through passport control and then walk to the long distance station (Fernbahnhof) from the terminals. This is down a hallway. Just before the end, on the left, is a Lufthansa office and your bags.

On returning to the airport you can check in and drop off your bags at the same office. The station lobby just beyond has a ticket office where one can get tickets and validate passes. If you are traveling on a first class ticket (not pass) don't forget to use the first class lounge on the mezzanine half way down to the platforms. Free food, beer, computers... the works. Gute Reise.