Season 3 episode 3: Bad Day at Black Rock Sam lost the rabbit foot and he just lost his shoe:
Bobby: Just look out for your brother, you idgit
Dean: *hangs up phone and looks at Sam*
Sam: *looks back at dean. Dean suddenly sees his baby brother when they were younger. When Sam was innocent and oblivious.* I lost my shoe...
*flashback*
Sam: Deeean...
Dean: WHAT Sam
Sam: ...*puppy dog eyes starting to broil over with tears, his bottom lip quivering so he doesn't cry because he's like 4 or 5* ... I lost my teddy... *looks down as he starts to sob because little kids sob when they lose their favorite things*
Dean: *tries to act cool and helps him look for it telling him it will be alright but he realizes that the last time their dad upped and moved them they lost Sam's teddy bear at the last place or two so he outs Sam to bed and goes out and buys a new one that looks like the old one and he puts it next to Sam's head so Sam wakes up to the teddy bear and comes in to where dean is and sequels gleefully and deans just like... whatever..*