In Stuck in the Middle (With You) (12x12), Sam wears it for the entire episode.
In The Future (12x19), Sam wears this jacket from when they track Castiel down at the motel until the end of the episode.
In All Along the Watchtower (12x23), Sam wears this coat once they leave the Bunker, and until the end of the episode.
In Rising Son (13x02), Sam continues to wear this coat until they get to the motel. He takes it off while they are eating, puts it back on again to go to the tattoo parlour, has it off when they are back at the motel, and then has to put it on again when Jack storms off and Sam finds him.
In The Scorpion and the Frog (13x08), Sam wears this coat whenever the boys are outside the Bunker.
In A Most Holy Man (13x15), Sam wears this coat when they meet Margaret Astor at the restaurant, and when they say goodbye to the priest later on.
In Byzantium (14x08), Sam wears this coat when he leaves the bunker distraught after Jack dies.
In Damaged Goods (14x11), Sam wears this jacket when he leaves the Bunker.