S03E12: 'Jus In Bello'

Sam and Dean break into Bela's apartment in order to get the Colt back, but she has tipped off Agent Henricksen about their whereabouts and they are arrested.

While Sam and Dean are locked in a cell in Colorado, a demon breaks in and kills some of the sheriff's men and possesses Henricksen.

After the guys vanquish the demon, the FBI agent realises they were telling the truth and prepares to release them, but Ruby shows up to a warn Sam and Dean that the jailhouse is surrounded by a band of demons with a powerful new leader who wants Sam dead.