This long-sleeved T first shows up in Wendigo, trying to masquerade as a regular T shirt. However, you can see the sleeves poking out from the bottom of Sam’s jacket sleeves. NOTE: It’s easy to confuse this T-shirt with Sam’s brown sweater with grey sleeve stripes...so hopefully I get this right:
Wendigo (1x02), Sam wears the long-sleeved T for the entire episode.
In Hookman (1x07), Sam wears the long-sleeved T for the entire episode. The left sleeve is destroyed below the elbow by the paramedics who tend to Sam’s arm.
FATE: Presumably thrown out after Hookman (1x07), because the paramedics who tend to Sam’s left arm cut the sleeve off at the elbow.