We've got work to do.
-- Dean [All Hell Breaks Loose Part One]

Timeline
All information in this timeline is taken from the episodes that have already aired and from the Official Supernatural Website. The Hunters Blog is the same one as on the official site, but when accessed through the Season 1 DVD special features, one of the blogs can actually be read.

Pre-Series

1835 Samuel Colt forged a gun and bullets with special properties [Dead Man's Blood]
1835 Moyamensing prison was built [No Exit]
1862 Jacob Karns was arrested for murder [Hook Man]
1896 7th May - H.H.Holmes was executed for multiple murders [No Exit]
1910 A portrait of the Merchant family is painted [Provenance]
1912 15th April - The Merchant family are found dead in their home [Provenance]
The portrait of the Merchant family is bought by Peter Sims. He is killed shortly afterwards [Provenance]
1930 The Pierpont Inn was built [Playthings]
1932 Unknown clergyman arrested for murder [Hook Man]
1939 People go missing in Blackwater Ridge [Wendigo]
1945 A couple are murdered in New York by the spirit of the Merchant girl [Provenance]
1954 Mary Winchester is born [Children Shouldn't Play With Dead Things]
1959 People go missing in Blackwater Ridge, one child survives [Wendigo]
1963 Moyamensing prison was torn down [No Exit]
1964 A riot at the Roosevelt Asylum led to several deaths, including that of Sanford Ellicott [Asylum]
1967 Seminarian held in hippie rampage [Hook Man]
1970 Peter Sweeny is killed by Bill Carlton and Jake Devins [Dead In The Water]
1970 A couple are murdered in New York by the spirit of the Merchant girl [Provenance]
1972 Three kids break into the Roosevelt Asylum. Only one makes it out alive [Asylum]
1979 24th January - Dean Winchester is born [The Benders]
1981 25th April - Constance Welch kills her children and then herself [Pilot]
1982 Eight people go mising in Blackwater Ridge [Wendigo]
1983 2nd May - Sam Winchester is born [The Benders, Salvation]
2nd November - Mary Winchester dies [Pilot]
6th November - Mary is buried [Web]
17th December - John and the boys meet Missouri Mosely [Web]
1984 24th January - Jessica Moore is born [Wendigo]
1985 7th April - Jo Harvelle is born [Hunters Blog]
1988 February 22nd - David and Molly McNamara get married [Roadkill]
1990 Approx John Winchester hunts a Shtriga in Wisconsin, taking Sam and Dean along to the motel. Sam is almost killed by the Shtriga. [Something Wicked]
1991 Christmas - Sam gives Dean the amulet for Christmas. It is also when Sam learns about the "monsters" and that Santa isn't real. [A Very Supernatural Christmas]
1992 A man goes missing outside of Jericho, CA [Pilot]
22nd February - Molly dies in a car crash. [Roadkill]
1995 Sam wins a division championship soccer trophy, which John keeps in his storage lockup [Bad Day at Black Rock]
16th May - William Anthony Harvelle is killed while on a hunt with John Winchester [Hunters Blog, No Exit]
1996 November - Several people make a deal with a demon [Crossroad Blues]
1998 A man goes missing outside of Jericho, CA [Pilot]
1999 Approx John and Sam are hunting a Banshee in Orlando, while Dean was meeting Lisa Braeden for the "bendiest weekend of his life" [The Kids Are Alright]
2001 March - Ash starts working / spending time at the Roadhouse. [Hunters Blog]
2003 A man goes missing outside of Jericho, CA [Pilot]
Sam starts college, leaving his father and brother behind [Pilot]
Dean and John help Jerry Panowski with a Poltergeist [Phantom Traveler]
A young man named Riley disappears, presumed captured and killed by the Bender family [The Benders]
8 year old Gary Bryman was killed by Jill in a hit and run [Bloody Mary]
2004 December - A man goes missing outside of Jericho, CA [Pilot]
2005 April - 2 hikers go missing in Blackwater Ridge [Wendigo]
April - A man goes missing outside of Jericho, CA [Pilot]
May - Christopher Bar dies in Lake Mantioc [Dead In The Water]
October - A man goes missing outside of Jericho, CA. John Winchester tries to find him and also goes missing [Pilot]

Season One

31st October 2005
 Hallowe'en party Dean turns up and Sam goes off with him to Jericho [Pilot]
2nd November 2005
 Jessica is killed [Pilot]
Early November 2005
 Dean and Sam head to Blackwater Ridge, Colo [Wendigo]
Early/Mid November 2005
 Dean and Sam meet Andrea Barr and her son, Lucas [Dead In The Water]
Mid November 2005
 United Britannia Airlines flight 2485 crashes [Phantom Traveler]
Mid November 2005
 Lily Shoemaker is having a sleepover. Her father gets killed by Bloody Mary [Bloody Mary]
21st November 2005
 Dean and Sam arrive in Toledo, Ohio for Stephen Shoemaker's funeral [Bloody Mary]
5th December 2005
 Rebecca Warren emails Sam to tell him about her brother [Skin]
Early March 2006
 Dean and Sam head to St Louis [Skin]
7th March 2006
 The shapeshifter, as Dean, is killed [The Benders, Skin]
Mid March 2006
 Dean and Sam head to Ankeny, Iowa [Hook Man]
20th March 2006
 Dustin falls down a sinkhole and is eaten by bugs [Bugs]
24th March 2006
 Sam and Dean arrive in Oasis Planes, Oklahoma. That night Lynda Bloom dies [Bugs]
26th March 2006
 Sam, Dean and the Pike family almost get killed by bugs [Bugs]
March / April 2006
 Sam and Dean head home to Lawrence, Kansas [Home]
March / April 2006
 Sam and Dean visit Roosevelt Asylum in Rockford, Illinois [Asylum]
2nd Week April 2006
 Dean almost gets killed in Burkitsville, Indiana [Scarecrow]
April 2006
 Craig and Dana set up the Hell House to scare some friends [Hell House]
Unknown Date
 Dean almost dies after being electrocuted [Fath]
Unknown Date
 Dean and Cassie meet up again [Route 666]
April / May 2006
 Sam meets Max and realises he's not alone [Nightmare]
Unknown Date
 Sam gets kidnapped by The Bender family [The Benders]
Unknown Date
 Dean and Sam meet up with John for the first time since he went missing [Shadow]
7th June 2006
 An update is made to HellHoundsLair.com with information on the Hell House [Hell House]
10th June 2006
 A second update is made to the website [Hell House]
Unknown Date
 Dean and Sam face the same Shtriga that nearly killed Sam as a boy [Something Wicked]
Unknown Date
 Sam and Sarah meet [Provenance]
Unknown Date
 Daniel Elkins is killed [Dead Man's Blood]
Unknown Date
 Caleb and Pastor Jim are killed by The Demon's daughter [Salvation]
Unknown Date
 The Winchesters finally face up to the Demon they've been hunting for a year [Salvation, Devil's Trap]

Season Two

Unknown Date John Winchester dies [In My Time Of Dying]
Unknown Date Dean and Sam visit the Roadhouse for the first time [Everyone Loves A Clown]
22nd August 2006 Angela Mason Dies [Children Shouldn't Play With Dead Things]
Unknown Date Dean and Sam meet another one of the "special children" [Simon Said]
September 2006 A woman is invited to a party on the 28th September [No Exit]
Unknown Date Episode : The Usual Suspects
Early November 2006 Dean and Sam investigate people being killed by a demon - they made a pact 10 years earlier, in November 1996 [Crossroad Blues]
12th November 2006 Dean and Sam investigate a haunted house in New York City [Nevermore]
24th November 2006 Dean and Sam leave New York and head towards Cedar Wells, Arizona [Nevermore / Witch's Canyon]
Unknown Date Episode : Croatoan
Unknown Date Episode : Hunted
Unknown Date Episode : Playthings
Unknown Date Episode : Nightshifter
Mid February 2007 Episode : Houses of the Holy [Fr. Gregory died "two months ago" but his headstone says 2007. Allowing for estimated timings, it can only be February at the latest, with Gregory being killed very early January]
Unknown Date Episode : Born Under A Bad Sign
Unknown Date Episode : Tall Tales (Before 19th February) [2]
22nd February 2007 Sam and Dean meet Molly - a woman who doesn't realise she's dead [Roadkill]
Unknown Date Episode : Heart
Unknown Date Episode : Hollywood Babylon
Unknown Date Episode : Folsom Prison Blues
Unknown Date Episode : What Is and What Should Never Be
Unknown Date Episode : All Hell Breaks Loose Part One
Unknown Date Episode : All Hell Breaks Loose Part Two

Season Three

Unknown Date Episode : The Magnificent Seven [One week after All Hell Breaks Loose]
Unknown Date Episode : The Kids Are Alright
Unknown Date Episode : Bad Day at Black Rock
Unknown Date Episode : Sin City
Unknown Date Episode : Bedtime Stories
Unknown Date Episode : Red Sky At Morning
Unknown Date Episode : Fresh Blood
22nd-25th December 2007 Episode: A Very Supernatural Christmas