itsgoodomens:

While themes and motifs from Gaiman’s work are woven throughout Supernatural, there are some explicit references.

• The character of Tessa the Reaper, who first appears to a dying Dean in 2.01 In My Time Of Dying . She who bears a striking resemblance to Death from Sandman, and the Supernatural: The Official Companion Season 2 confirms her as the inspiration.
  
  

• John Constantine, of the Hellblazer series which Gaiman wrote for and who also appeared in Sandman was Kripke’s source for Castiel’s look. See our entry on Castiel’s Trench Coat for more details.
  
  
• Azazel is a ruler of Hell in Neil Gaiman’s Sandman series.

• Episodes such as 1.11 Scarecrow, 5.05 Fallen Idols and 5.19 Hammer Of The Gods have themes similar to American Gods where deities of ancient mythology (Odin, Loki etc) are remanifested and recruited to fight the New American Gods.

• A Hand of Glory appears in 3.06 Red Sky At Morning as well as the “Sandman” comic by Neil Gaiman and his novel “Neverwhere”.

• American Gods and Anansi Boys by Gaiman also feature the character of Anansi, under the name Mr Nancy, who is a Trickster God not dissimilar to that which Gabriel disguised himself as.

• Crowley’s name is probably a shout out to the character of the same name in Good Omens. Interestingly Crowley is introduced in 5.10 Abandon All Hope which opens with an overhead shot of a freeway which evoking the description in Good Omens of the M25 which Crowley builds in the shape of a sigil and on which the traffic unknowingly helps generate “low-grade evil to pollute the metaphysical atmosphere.” 
  
   
• Mark Sheppard talks about Neil Gaiman’s reaction to Crowley and Supernatural

• Good Omens also features the Four Horsemen of the Apocalypse, and an 11 year old Anti-Christ reminiscent of Jesse in 5.06 I Believe The Children Are Our Future. And Chuck isn’t the only prophet to write books – Good Omens has the works of “The Nice and Accurate Prophecies of Agnes Nutter, Witch”.

from Supernatural Wiki: A Supernatural Canon and Fandom Resource