Notes:

I really enjoy writing different versions and endings for episodes! (Usually they are sad and bloody and end with the death of a main character...I'm sorry)
So this deals with Sam's hallucinations of Lucifer and what might happen if Sam believed the devil on his shoulder a little more.
This story starts at the scene with Sam and Lucifer in the empty warehouse in 7x02.

Chapter 1: There's nothing you can say

„Oh come on, Sammy! Put that gun away, would you? It's childish to think you can shoot me."
Sam just pointed the gun at Lucifer and shot without hesitating for another second. The loud bang echoed through the empty warehouse. The devil just vanished, leaving nothing but dust flowing in the air. Startled by this sudden disappearance Sam turned around hectically, trying to find any signs of Lucifer who reappered behind him, giggling.
„You are not real!" Sam spit out and shut his eyes as tightly as he could. He tried to focus on something else and scanned his mind for anything but the cage, anything but the devil and the endless tortures.
„Aaw, isn't he adorable?" Lucifer mocked „You seriously think that you made it out of hell, don't you? Really, Sam?"
Sam didn't answer, but he opened his eyes and glared at Lucifer through the tears that began to form. He wasn't sure what to think of that. He was here. Here with Dean and Bobby and it had to be real. Sam really wanted it to be real but he couldn't help but listen to the little voice in the back of his head whispering 'What if not? What if the devil is right?'.
Lucifer came closer towards the hunter and grabbed his shoulders. Sam flinched and squeezed his eyes shut, again. It was childish to think that it would be of any use but he just couldn't help it. 'It's not real! He's not real! He's not real! But what if- ?'.
„Do you really think it's possible to escape the deepest place of hell?" Lucifers voice demanded.
„Damn even I wouldn't have made it out if it hadn't been for you! Thanks for that, by the way. But I mean, come on, Sammy! Think about it for a second!"
Opening his eyes, Sam winced at the close sight of Lucifer's face, which was only a few inches away from his own. He stumbled backwards and shook his head frantically.
„No! Cas. Cas got me out. He saved me. He-." Sam's stammering was interrupted by Lucifer's hysterical laughter.
„Cas? You think that Castiel, a simple angel and not even an important one, is strong enough to pull someone from the cage, which was constructed to capture an archangel? And you think he cares enough about you to give it a try? Oh you are so pathetic!"
Sam turned around. He didn't want to see or hear the devil anymore.
„Sam! Where are you going I just started to have fun!"
Sam started to run towards the door. 'Dean' His brother was his only hope now. He had to make it back to Bobby's house.
„Sam!" Lucifer shouted after him „Sam don't make me angry. You know you can't escape me!"
With that every exit from the building vanished, making Sam to come to a sudden halt. He turned around and without thinking about it he shot Lucifer again. The devil just disappeared for a second and appeared again. He left out a heavy sigh and studied his fingernails.
„You know, this is getting boring..."
Sam shook his head as if he hoped it would cause Lucifer to go away.
„You are not real! Dean is real! He has to be! It's the only way. I know it! Dean-"
Lucifer raised an eyebrow.
„Really?"
Without hesitation Sam shot again and in that moment the devil transformed his face into Dean's and smirked.
„No! No, stop it please!" Sam practically begged now.
„Come on. I just wanna show you how perfect my impersonation of your big brother is. Well, not that you haven't seen it before, right? You were lucky enough to experience it for quite a long time. Isn't that amazing?"
Slowly he came closer towards Sam who moved backwards as fast as he could.
„Sammy please. You have to believe me."
The hunter was confused. This couldn't be Dean, a second ago it looked like Lucifer. He started to panic as Lucifer (Dean?) came even closer, so he raised his gun and shot. Dean stumbled back and fell to the ground, blood slowly started to form a pool beneath his body.
No. This wasn't real. This was Lucifer and not his brother. He saw him changing into Dean, right?
„No. No, no, no." Sam crouched down next to the body and reached out with his shaking hand to touch his brother's face.
Just as Sam was starting to believe that he actually just shot his own brother, the body disappered and Lucifer's laughter was once again audible behind him. Sam turned around and struggled to get to his feet again. He turned towards the devil, who had changed his appearence again.
„See? It's so easy to mess with your funny little brain when it comes to your brother. You just wanted to be reunited with him so badly, I didn't even have to make it that realistic. You wanted to believe it, so you did."
Tears were now starting to stream down Sam's face. Lucifer had just achieved his goal. He didn't know what was real and what was a hallucination and he had no idea what to do.
The devil smirked as he saw the confusion on Sam's face.
„You want a way out?" he asked. With his hand he formed a gun and held it under his chin. He tilted his head a little and waited for the hunter to understand the meaning of this gesture.
Sam stared at him, then he looked at the weapon that was still resting in his hand. He lifted it and imitated Lucifer's gesture with it. When the barrel was resting under his chin the devil started to talk again.
„Alright, Sammy. You know what to do. It's the only way to get rid of me. Just pull the trigger."
his voice was quiet, nearly soothing but Sam hesitated for a moment. His finger on the trigger trembled slightly and he tried to calm down.
Suddenly a loud noise interrupted his thoughts and Sam nearly pulled the trigger because of it.
„Sammy, stop!"
Sam turned around to see his brother standing by the entrance, the door behind him slowly flying shut. First Dean didn't dare to move, too shocked to do so and afraid that Sam would do something stupid. Then he raised is hands in an assuring gesture and slowly began walking towards his brother.
„Sam, come on. What are you doing sasquatch?" he asked and tried to keep calm even if he was actually freaked out by the sight of his brother pointing a freaking gun at himself.
„No, stop! Not him! Not Dean!" Sam shouted at Lucifer who was standing at his side, watching the scene. Dean, of course, only saw Sam who shouted at an empty spot.
„Sam?" Dean continued to walk towards his brother, until he was only a few feet away from him.
„Sammy? Come on, what's going on in that freaky head of yours?"
„I- no! Stay where you are! Stop!" Sam turned the gun from his head towards Dean.
„Whoa, Sammy! Alright-" Dean came to a halt and raised his hands a little more.
„Listen to me, little brother. Whatever it is, we're going to figure it out, okay? Just like we always do." Dean cautiosly took a step closer to Sam. He hated being so far away from him when he was obviously in danger. 'In danger from himself' his mind added and he tried to get rid of the thought.
But he immediately regretted moving closer when Sam turned the gun to point it at himself, again.
„Sam, no! Please. Please stop it! I'm begging you, Sammy! Look at me!" Dean shouted desperately and Sam looked at him. He had tears in his eyes and shook his head a little.
„You're not Dean. Just stop it, okay? I know I can't be out! It's not real! It can't be!"
Dean didn't know what to do. How do you convince someone that you're real if he thinks you're an illusion?
„Sam please don't do anything stupid, okay? Just give me the gun! Sammy, please!" Dean felt tears in his own eyes now, too.
He blinked fast to stop them from falling. He couldn't break down. Not now. He had to focus on saving his brother.
„No." Sam said, his voice firm. He closed his eyes. „I'm sorry, Dean." he whispered and a single tear made it's way down his face.
Then he pulled the trigger.
A loud bang occured and Sam collapsed to the ground.
Dean just stood there, completely frozen. He was unable to grasp what just had happened. His brother lay on the floor, blood trickling from the back of his head. Dean felt numb. He couldn't hear anything, maybe because of the loud gunshot. Or maybe because of the shock of watching his little brother blowing his fucking brains out. After a few seconds he started to perceive the situation and it felt like pushing his head through the surface of water.
He stumbled to the ground, towards Sam, and slumped down next to him.
„Sammy?" he asked, his voice shaking. It was absolutely useless and he knew it. Dean reached for his brother's face and tried to lift his head. Then he felt the huge hole at the back of Sam's head and nearly threw up next to the body.
Sam's eyes, once sparkling and full of life, just stared inexpressive at the ceiling. The eyes he had rolled so often at some of the lame jokes Dean used to make.
The hunter grabbed his brother's shoulders and shook them.
„Sam? No. Don't do that to me you son of a bitch! Don't you dare to do that to me or I swear to god-" Dean's voice broke and he started to sob. He pulled his brother into his lap and cradled him like he used to do when they were children and he had to comfort Sam after a nightmare.
But this time it was him who had the nightmare.
And it was one he couldn't wake up from.