Sam's Sadness Jacket

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Beginning in Season 12, Sam wears a brown jacket, with dark brown collar, whenever someone is hurt, dying or grieving. Sometimes known as Sam's Sadness jacket or Jacket of Doom by fandom.

Season 12

He wears the jacket in 12.12 Stuck in the Middle (With You) where Castiel gets stabbed with the Lance of Michael and nearly dies. The jacket is worn in 12.19 The Future, when Kelly Kline is captured by Dagon and attempts suicide, and later in 12.23 All Along the Watchtower when Kelly dies giving birth to Jack Kline , Mary is sent into the Apocalypse World and Castiel is killed by Lucifer.

Hunter's at the Cafe in 12.12 Stuck in the Middle (With You).
Sam, Dean, and Castiel with Kelly Kline in 12.19 The Future.
Sam and Dean in 12.19 The Future.
Sam, Dean, and Mary in 12.23 All Along the Watchtower.
Sam, Dean and Castiel in 12.23 All Along the Watchtower.

Season 13

The jacket makes an appearance in 13.01 Lost and Found as the season continues directly after the events of Season 12, with Castiel dead, and Jack going missing. In 13.08 The Scorpion and the Frog, Jack is missing again, and Sam expresses to Dean that he is not okay.

Sam with Jack in 13.01 Lost and Found.
Sam and Dean in 13.15 A Most Holy Man

Season 14

In Season 14 Dean is possessed by Michael and the jacket (as well as Sam's grief beard) make an appearance. Sam is upset about losing Dean and trying to find a way to save him from Michael in 14.01 Stranger in a Strange Land. When Jack dies in 14.08 Byzantium, we see Sam leaving the Bunker with his jacket on. He continues to wear the jacket in 14.11 Damaged Goods and is concerned when Dean leaves to spend time with Mary and to (secretly) build the Ma'lak Box. Sam is seen wearing the jacket when Dean finally tells him about his plan for the box, and Sam is reluctant to accept the plan but agrees to it.

Sam leaving the bunker in grief in 14.08 Byzantium.
Sam with Dean and the Ma'lak box in 14.11 Damaged Goods.

Season 15

At the start of Season 15, Jack has been killed by God/Chuck, Mary has been dead for one week (see Timeline (Season 14). Sam kills Rowena to save the world and is wearing the jacket in 15.03 The Rupture. The jacket makes an appearance in 15.11 The Gamblers when Sam and Dean travel to Alaska to restore their luck. In this episode, there is not the grief or a death that usually overshadows the wearing of this jacket, but the becoming 'hereos' again and the return of Jack is emotional. In 15.12 Galaxy Brain, the Sam is wearing the jacket. Heavy emotions are present with the return of Kaia, but importantly Billie/Death reveals that the Winchester's destiny is to defeat God. "You are the messengers of God’s destruction.”

Sam with Rowena in 15.03 The Rupture.
Sam in the graveyard in 15.03 The Rupture.
Sam in Lurlenes pool hall with Dean and Fortuna in 15.11 The Gamblers.
Sam in The Bunker with the return of Jack in 15.11 The Gamblers.
Sam with Jody with the return of Kaia in 15.12 Galaxy Brain.