Sam Winchester is a brave man. Over the course of Supernatural, he's had to make some life or death decisions and take risks with the fate of the world at stake. He's highly intelligent, so his risks are generally very calculated. Yet he also considers the ethical side of the situation even when it hurts.
It's impressive that Sam doesn't let himself be paralyzed by indecision in such high-stakes situations, and manages to work through screw-ups as well. While not all of his risks pay off for him, he doesn't let it stop him from taking more. Here are some of the scariest risks Sam has taken in the show.
Investigating the Werther Box
Sam needed to get the Mark of Cain off of his brother. That required him to seek out this enchanted object designed by one of the Men of Letters. The box had a horrifying failsafe, though: it made people commit suicide. Opening it was the first step to getting a spell to save Dean, so Sam tried to open it by bleeding himself dry.
Ultimately he was only able to do so without killing himself because Dean saved him. Ironically, the Mark helped by preventing Dean from killing himself under the enchantment.
Hunting Down the Trickster
Sam and Dean are obsessively loyal to each other. When the Trickster (later revealed to be the archangel Gabriel) killed Dean in "The Mystery Spot," Sam became obsessed with hunting him down. He knew that the Trickster could warp time and reality, and basically had godlike powers.
Yet he still decided to take it on alone and spent months focused on nothing but getting Dean back. He even killed an illusion of Bobby without hesitation. The risk paid off, however, and the Trickster returned Sam to the Wednesday of his nightmares with Dean alive and kicking.
Adopting Lucifer's Son
One of Sam's most endearing qualities is his seemingly infinite comion. After years of suffering and varied trauma, he nevertheless has kindness to spare. When Jack Kline was born, Sam and Dean had very different opinions about how to deal with him. They had no idea how much Jack would be like Lucifer.
They only knew that he would be extremely powerful, and they would no longer have angelic help to handle him with Castiel dead. It was Sam who decided that they should take him in and give him a chance, rather than assuming he would be as evil as Lucifer.
Working with Rowena to Remove the Mark
Sam and Dean didn't exactly start on good with Rowena. But they don't shy away from working with evil in order to get things done. When Sam needed to free Dean from the Mark of Cain, he knew that only some very obscure witchcraft would do the trick, so he used a captive Rowena to get it done.
Except the deal meant both letting her work with the Book of the Damned and letting her work with Charlie. On the one hand, this paid off in that they did actually remove the Mark. On the other hand, Charlie died and they released a god-level Big Bad into the world.
Meeting Lilith Alone
When Chuck told Sam that he was about to make a deal with Lilith, Sam balked. It made no sense to him at all. However, he found himself going to see her and actually agreeing to a deal with her. It only didn't go through because he didn't seal the deal before Dean arrived with Chuck.
As with most of Sam's risky decisions, he did this to try and save the world (with a little vengeance thrown in, since he originally planned to kill her). Not only was it not worth the risk, but he only escaped because of Castiel's suggestion about the archangel protecting Chuck.
Deciding to Hell
Sam getting his soul back from hell was anything but simple. After some crazy efforts to get it back and get it into his body, he then had to deal with the breakdown of the mental wall that was meant to keep him sane.
He could die, or he could what it was like being in the cage with Lucifer. Sam, being the loyal brother that he is, decided to accept the memories and wake up. This had lingering consequences in the next season that led to an eventual mental and physical breakdown. But this risk is understandable given that the alternative was death.
Approaching Demon Dean Alone
Sam may not have looked for Dean when he got sent to Purgatory, but he was frantic when Dean's dead body mysteriously disappeared. He then learned that Dean had become a demon because of the first blade and the Mark of Cain, but he wasn't ready to just give up. So Sam decided to approach Dean alone, even though he had a broken arm.
He also had no idea what a demonic Dean would be like or if Dean would still care about Sam; the indicators were that he didn't. Sam only succeeded in taking him because someone else gave him the element of surprise.
Visiting Lucifer in the Cage
God's sister is a hard one to beat. As one of the most powerful beings that Sam and Dean knew, Lucifer was one of few candidates who might be able to take her down. Lucifer knew this and tricked Sam into believing that divine guidance was leading him to free Lucifer from the cage.
As scared as Sam was after the trauma of being tortured by Lucifer in hell, he still chose to go back because he thought he could save humanity. Going into hell risked being trapped or killed, but freeing Lucifer caused a multitude of other problems, like the rift in the world caused by his son’s birth..
Saying Yes to Lucifer
The first apocalypse put a lot of pressure on Sam and Dean. They tried everything from the Colt to other gods to stop it from happening. Yet it came down to trying to play a trick on the greatest deceiver of all time. Sam planned to trick Lucifer and jump in the cage with Lucifer inside of him.
But Lucifer wasn't fooled. He immediately guessed the plan when Sam offered himself and made it clear that he was willing to fight Sam for control anyway. Though it looked like Lucifer had won, Sam did take back control at the last minute to save the day.
Shooting God
There are few things as brazen as pissing off God in person. Sam Winchester actually had the guts to shoot him with a weapon of his own making. He had every reason to be angry with Chuck's manipulative behavior and the murder of Jack. But shooting the guy in control of his universe predictably had terrible consequences.
This action catapulted Chuck into the position of final Big Bad for the series' final season. Chuck responds to being shot by starting a new apocalypse, darkening the sky and opening the gates of hell.