Death Declines by Dollar Short
Sam told Dean that he had tried everything to rescue him from hell, but there was one thing he had tried that he would never tell his brother.
Don't Jump by newende90
One step is all it would take to make it all go away. Dean, the pain, and even that rooftop I'm standing on.
Five different ways to die by CatherineWinner
Sam couldn't save him so he starts planning his backup plan.
Midnight at the lost and found by skag trendy
Sam and Dean have a minor tiff over the car, which leads to something deeper. Sam isn't coping well with current events...
Sola Fide by The White Wanderer
But then he thinks of Dean, and there is no turning back. They say that suicides go to Hell, and that's exactly where he wants to go.
Sullen Load is Full; So Slow on the Spit by apodiopsys
Somehow, Sam has to keep surviving while Dean's burning in hell.
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For suicidal!sam death!fic, go to Suicidal!sam Compendium II