He’s very protective in 3.11, Mystery Spot, trying to keep him from dying like not letting him get breakfast or this part here where he saves him from a being hit by a car
Or here in 3.07 when he saves him from Gordon
Or when he’s protective of him when he’s sick in Faith
Or this scene, where Sam is livid with Cas because Dean was put into a hospital by Alastair when their devil’s trap broke
Or Sam trying to help Dean calm down when Dean freaks out and starts to hyperventilate about his car being stolen in 3.07
Or this one in 5.21, when they sick because of Pestilence and Sam tries to go over there and help when Dean collapses
Or this one in 6.16, when Rufus and Samuel have their guns trained on Dean, because he might be possessed, and Sam comes in, making sure they know he’s there to tell them to cool it
And Sam doing the trials is also a form of protection because Dean just expressed to Sam in 8.14 that he doesn’t think there’s anything in this life for him, he just wants Sam to have a long life and Sam, after he kills the hellhound says
because he wants Dean to live, and not throw his life away by doing the trials.
And this is a favorite of mine from 11.16, after Dean almost gets killed
And these are just some of the examples, even if it does seem like we tend to see a lot more protective Dean than protective Sam.
My friend did an independent study on which brother saves the other most, and (not so) oddly enough, both brothers are almost equal in saves. At of the end of S11, Dean only led Sam in saves by 4, and then for S12, Sam made up that 4 and exceeded Dean by 2.
There are occasions when protective Dean takes up most of the season, like S2 and 9, but protective Sam always follows through like in S3 and 10. I think its fair to say, the brothers are equal saviors of each other.