This is a great video by Sean Monahan on the caught-cot distinction in Philadelphia English. If you’re someone like me who pronounces caught and cot the same way, it’s a great chance to hear what it sounds like for someone to have them as different sounds.
I also learned that not everyone who has the caught-cot distinction has the same vowel: the Great Lakes region, the South, and the Philadelphia area all apparently have different pairs of vowels here.
This probably explains why my trick for imitating a caught-cot distinction if you don’t have it but can imitate a non-rhotic dialect doesn’t always work. The trick is to pronounce “court” non-rhotically (e.g. in RP) and maybe shorten the vowel slightly, which will give you approximately /ɔ/, the sound people attribute to “caught” (courtesy of an Australian friend for whom “court” and “caught” were homonyms).
This trick is the closest I can get to making a distinction, although I still can’t always keep track of which pronunciation goes with which spelling because it’s not really phonemic for me. Anyway, some people tend to totally get my pronunciation when I do it, it while others tell me I’m way off. I haven’t kept track of where they’ve all been from, but now I’m thinking it’s probably related to these different regions.