In 3.01 The Magnificent Seven Dean and Sam are called to Lincoln, Nebraska by Bobby. He has uncovered what he thinks is a demonic indicator and has called the boys into assist him in cleaning it up. They discover a family, dead in front of the their tv, with no obvious cause.
Lincoln was also prominent in another pivotal SPN episode, 1.22 Devil's Trap. Meg Masters has John Winchester come to a warehouse in Lincoln, Nebraska, after killing Caleb in the city.
In 7.03 The Girl Next Door, Sam, as a teenager, has been left here alone while John and Dean are on a hunt and meets the beautiful Amy Pond, a Kitsune who he shares an attraction with.
In 8.21 The Great Escapist, one of the Biggerson's Restaurants that Castiel visits is in Lincoln, Nebraska.