Beginning in Season 12, Sam wears a brown jacket, with dark brown collar, whenever someone is hurt, dying or grieving.
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.
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. The jacket is seen at the beginning of the episode for 13.09 The Bad Place where Jack uses Kaia Nieves to look for Mary in the Alternate Universe and Sam, Dean, Jack and Kaia become separated when the rift opens to AUs.