Mmm...chocolate hoodie. Sam really liked the hoodies back in S1. This little number (and I do been little, because I think the poor boy grew out of it) is a nice chocolate brown.
It first appears in Dead in the Water (1x03). Sam wears it for the goodbye scene at the very end of the episode.
In Bloody Mary (1x05), Sam wears it on the research trip to Fort Wayne, but changes out of it after it presumably gets bloody on it from the dramatic confrontation with Mary.
In Faith (1x12), Sam wears it underneath his heavy duty coat on the trip to Nebraska and Dean’s healing. He also wears it while doing research on his laptop in the motel, and when they thwart Sue-Ann and free the Reaper.
In Route 666 (1x13), Sam wears it to check out the cop-car swarm after the second death seen in the episode. He swiftly changes out of it when he and Dean don their suits to interview random men on the pier.
In Provenance (1x19), Sam wears it from the beginning of the episode until after they burn the painting, with the only exception being when he briefly wears a white dress-shirt and suit jacket to take Sarah out to dinner and then goes through the provenances in the motel afterward still wearing the nice shirt.