Possibly unintentional, but in Season 6's "Clap Your Hands If You Believe", Robert Picardo guest stars as a lead guest character and interacts with Dean. Picardo also appeared on Smallville as Edward Teague, the father of Jason Teague... who was played by Jensen Ackles.
An episode in Season 3 briefly featured Mercedes McNab as a girl recently turned into a vampire, harking back to her most recognizable role as the vampire Harmony on Buffy the Vampire Slayer and later Angel.
The Winchesters: Due to the parallel between the two sets of brothers, Television Without Pity have dubbed the Winchesters "The Hardy Boys." This was actually used in "A Very Supernatural Christmas" and "Abandon All Hope."
Dean: El Deano or Dashing El Deano, from Television Without Pity. Ducky Lips - A.K.A Dean's pouty mouth. Also from Television Without Pity. Li'l Stumpy, referring to his bowlegs and his lack of height in comparison to Sam. First started on... guess where.
Sam: Sasquatch, Moose, Gigantor, Sam the Ginormotron, all referring to his height; Puppy; Darling Sammy (from Television Without Pity); RoboSam (Sam without a soul in season 6)
John: Daddy Shut Up/Shut Up Daddy — A nickname applied to John on Television Without Pity, who has taken a lot of heat across the forums and in the recaps for his actions (or non-actions) and the consequences of those on the show. Also 'Papa Winchester'.
Castiel: Cas; Clairestiel, when he possesses Jimmy Novak's daughter Claire's body; Thingstiel (Castiel's celestial form); Godstiel (after Castiel declared himself God)
The Impala: "The Metallicar", named in part for the type of music that is often played on its stereo. Also from Television Without Pity, but it's even been picked up by TV Guide. Trope Namer for Metallicar Syndrome.
Alastair: Fake Brando. A Television Without Pity-coined nickname for Hell's main torturer demon in Season 4, who, no matter what host he is in, always sounds like he's doing an incredibly horrible Marlon Brando impression.
Eric Kripke: The Kripkeeper, the show's creator, on whom the fans blame all of their issues and angst.
Lucifer: Lucy; Samifer — Lucifer in Sam's body; Markifer — Lucifer in Nick's body (named for actor Mark Pellegrino); Hallucifer — Sam's hallucinations of Lucifer
Other: When Sam merged with the Impala in "Changing Channels", fans dubbed it the "Sampala".
Fake American: Israeli Alona Tal as Midwest raised Hunter Jo and her mother Ellen are played by the Canadian Samantha Ferris.
Kevin McNally, who plays Frank Deveraux, is British.
Hardison must be running one hell of a con in "All Hell Breaks Loose Pt. I & II".
Joe Dawson is a Anthropology professor in Bugs.
Mark Sheppard, pretty much the poster boy for this trope, finally shows up in "Abandon All Hope."
Also Cigarette Smoking Man in season 1's "Scarecrow."
Mr. Gibbs is Frank, the conspiracy theorist who destroys Sam's laptop.
Meg Masters (Nicki Aycox) is Max's sister Syl from Dark Angel. Max's brother Ben was played by Jensen Ackles, so Dean and Meg's actors have played brother and sister, albeit not appearing in the same episode.
Finn gets eaten by the wendigo in the second episode of season 1.
This show is positively squee-worthy for Stargate SG-1 fans: Daniel Jackson, Jonas Quinn, Carolyn Lam, Janet Fraiser and General Hammond have all popped up, and Ellen Harvelle was that Tok'ra from the Season 2 finale.
Jensen got to play two Deans in "Dream a Little Dream of Me" and "The End". The former was a demonic version of Dean, the latter Dean's future self in a Crapsack World.
Jared Padalecki plays three different versions of Sam in "The Man Who Knew Too Much", and while only two of them are ever onscreen at the same time, it still veers into this trope a couple of times.
In "Swan Song", Padalecki plays both Lucifer while he's possessing Sam's body, and Sam himself. The two hold a conversation through a mirror.
Trolling Creator: Eric Kripke released spoilers that Sam would have a new waitress Love Interest named Kristy in Season 4. He was kinda telling the truth (Sam had sex with a "Kristy" in the fourth season premiere, but she is actually the demon Ruby lying about her identity to cover up their involvement from Dean and Bobby), but he admitted that he was just saying it to rile up thefans. It worked.
So was John Winchester, an apparition of whom would confront Dean during the climax. Unfortunately Jeffrey Dean Morgan wasn't available at the time, so they replaced him with Jensen Ackles and did the "I'm my own worst nightmare" thing instead.
Kripke's original idea for the show was more like equal parts X-Files and Scooby Doo. It was originally an anthology series about two tabloid reporters who travel around in a van fighting demons. Then, after the show got reworked into what we now know and love, it was originally "Sal and Dean Harrison" travelling around in a '65 Mustang. The names were changed for legal reasons (as was their father's, which was originally Jack) and the car was changed because a friend suggested an Impala is a rougher, more aggressive looking car (and because it's easy to fit a body in the trunk.)
Castiel's role was only supposed to last for six episodes in season 4, reportedly leaving Anna to fill in as the Winchesters' angelic advisor. But positive fan reaction not only bought him more screentime and A Day in the Limelight that season, but the character was promoted to the main cast the following season and has remained a major character ever since.