You probably will not like this answer - many people don't - but you get that information from your own records, just like investors have been doing for decades.
The concept of "covered" and "noncovered" securities is very recent and is being phased in, so 1099-B's will continue to report certain sales as noncovered for many years to come.
TurboTax Premier has some assistance available that may be able to come up with a reasonable estimate of basis, but you still need to know an acquisition date for the best accuracy. EDIT: as of the 2014 tax year TurboTax dropped this support.
To reconstruct your basis in the noncovered securities you need to go through old broker's statements - most are now available online - for any securities you purchased directly. Inherited securities have a basis that's the fair market value of the securities at date of death and securities received via "gifts" retain the basis of the donor. And, of course, there's other ways you might acquire securities, too, with yet other basis considerations.
If you can't figure out your basis you might ask a new question, disclosing the security sold and whatever information you do have to see if somebody can assist.
Finally, understand that if you can't really develop a basis that would withstand IRS scrutiny then you pretty much have to use a basis of $0. This results in all the proceeds being taxed, which is not as bad as it sounds because if the holding is long term - as probably most noncovered securities are - the the most likely tax rate is 0% or 15%, which is fairly modest.
You record a noncovered security using the 1099-B interview and providing your own date of acquisition, (if it's not reported on the 1099-B) and your own determination of the security's basis.
Tom Young
