Robust cooperative formation control is investigated in this paper for fixed-wing unmanned aerial vehicles in close formation flight to save energy. A novel cooperative control method is developed. The concept of virtual structure is employed to resolve the difficulty in designing virtual leaders for a large number of UAVs in formation flight. To improve the transient performance, desired trajectories are passed through a group of cooperative filters to generate smooth reference signals, namely the states of the virtual leaders. Model uncertainties due to aerodynamic couplings among UAVs are estimated and compensated using uncertainty and disturbance observers. The entire design, therefore, contains three major components: cooperative filters for motion planning, baseline cooperative control, and uncertainty and disturbance observation. The proposed formation controller could at least secure ultimate bounded control performance for formation tracking. If certain conditions are satisfied, asymptotic formation tracking control could be obtained. Major contributions of this paper lie in two aspects: 1) the difficulty in designing virtual leaders is resolved in terms of the virtual structure concept; 2) a robust cooperative controller is proposed for close formation flight of a large number of UAVs suffering from aerodynamic couplings in between. The efficiency of the proposed design will be demonstrated using numerical simulations of five UAVs in close formation flight.