The Anime Series Aliases

Federal Marshals: Davis and Martin - When Sam and Dean arrive at the police station, Dean introduces themselves to Detective Boyle as Federal Marshals Davis and Martin. This might be in reference to the original keyboardist and drummer of the 90's Seattle-based rock band Second Coming. (He later moved on to be part of the hip-hop jazz band Maktub.)

No aliases used.

Police Detectives - As Sam questions a local mechanic about their dad, the guy finds it weird the police would be interested. That, combined with Sam wearing the stereotypical overcoat, implies the two Winchesters were posing as detectives.

No aliases used.

No aliases used.

Police Detectives - In the flashback, Dean and John talk to Risa about Evelyn's death. While it's not said, by the questions that are being asked, and the nice clothes Dean's wearing, the two were probably posing as detectives.

Police Detectives - In order to talk to Ms. Masters about the death their dad's old Marine buddy, Dean tells her that he and Sam are with the police. Ms. Masters later refers to them as detectives.

Federal Agents - In order to talk to the police detective at the station, and to get access to the latest crime scene, Sam and Dean pretend to be Feds.

Researchers - When the two Winchesters show up at Dr. Sullivan's house, Sam tells him that they are researchers writing an article about healing.

No aliases used.

Police Detectives - When Sam and Dean see Madison after her boss is killed, she mentions she already gave her statement. This implies the two were playing cops, specifically detectives.

Priests from Saint Augustine's Catholic Church - Posing as priests, the Winchesters go to Jim Miller's house to find out more about his death. Dean tells Max when he opens the door that they are from Saint Augustine's.

No aliases used.

Film Screenwriters - While at the diner, Sam and Dean talk about the creature that's been freaking people out. When the waitress comes up and asks if they really believe in that stuff, Dean replies they're just screenwriters talking about a new movie script idea.