Mix pudding and milk with an electric mixer.
Add sweetened condensed milk and mix to combine well.
Chill for 10 minutes.
Remove from refrigerator and fold in sour cream and Cool Whip.
Split cookies and layer on bottom of 9x13 pan.
Spread 1/3 of the pudding over the top of cookies.
Slice bananas over the pudding.
Repeat the layers, ending with cookies. (You may not need all of the cookies.)
Store in refrigerator.