Continental Airlines, Inc. is traded on NYSE with the symbol "CAL"
You may find the stock price from Sep 11, 2001 to Dec 31, 2001 here - http://finance.yahoo.com/q/hp?s=CAL&a=08&b=11&c=2001&d=11&e=31&f=2002&g=d
You need to do your best to find out the purchase date and based on that - you will able to determine the purchase price.
The better you can determine the purchase date range - the more accurate would be the purchase price.
Continental Airlines did not pay any dividends - so you should not worry about adjustments.
Please let me know if you need any help.
As you purchased shared long ago - that would be long term gain/loss - reportable on the schedule D part II - http://www.irs.gov/pub/irs-pdf/f1040sd.pdf
If you know the total purchase price - just use it as your basis.
If you can;t find out exact date - make the best guess - as long as this will be more than a year and the cost basis will not be affected - there will not be difference in calculation of your gain/loss.
If you purchased on several occasions - put "VARIOUS" in the field for purchase date.
Please let me know if you still need any help.