User blog comment:Tommy,Klaus&Kol2012+/spn questions/@comment-24169020-20130614070045/@comment-25358468-20130614080350

So many questions... Technically Sam is half-demonic, and he's been to Heaven, so maybe that's where they go? Or maybe Sam is just plainly infected with demon blood, and it has nothing to do with that. Maybe Nephilim and people like Jesse have unique souls that still can go to Heaven.

There are a million questions, they could only be answered through canon, so it's best not ponder on it.