In the pilot episode a grenade launcher is seen in the weapons box in the trunk of the Impala. It is occasionally seen there in future episodes, but never used by the Winchesters, with seasons seven through eleven being the only ones where it is not seen. This became something of a running joke in fandom, given there were many circumstances when it would have been useful. In the pilot, the weapon seen is a CAW 40mm Grenade Launcher Airsoft grenade launcher. In later episodes this is substituted with a genuine DefTech 37mm launcher.
12.05 The One You've Been Waiting For is the first time the grenade launcher is grabbed to be used as a weapon. However, Sam tells Dean to leave it in the trunk, as they needed to be stealthy. Dean later remarks that he "should've bought the grenade launcher." The first time a grenade launcher is actually used is in 12.08 LOTUS, when Arthur Ketch uses a grenade launcher to disorient three Secret Service agents. In 12.11 Regarding Dean, as Dean's memory begins to slip away, Sam and later Rowena leave post-it notes on objects for Dean to know what to do. When Sam is captured by the Loughlin family, Rowena drives herself and Dean to the Loughlin home, leaving post-its in the Impala trunk showing Dean witch-killing bullets and which gun to use, as well as a giant "NO!" placed on the grenade launcher.
After the British Men of Letters lock the boys inside the Bunker, Dean gleefully resorts to using the grenade launcher to blast their way out.