I'm looking for FBI agent style... tan - basically as close to the x-files ones as possible. I knew there had to be lots of sources out there - but I searched and found nothing!
King's first link is pretty good for that. The sites I listed will mostly get you military style.
I've found when looking for trench coats, just do a search for "1/6 coat" instead of "1/6 trenchcoat" or "1/6 trench coat" because of the various spellings and other names for the style.
Out of stock at the moment (whether they'll restock I don't know), and I don't know if you'd consider $22US a good price, but I think this is what you're looking for. I believe it's the same kind of coat that came with that Ocean's Twelve(?) Brad Pitt figure awhile back.
For much cheaper (and with much less detail), Adventure Gear sells this one. Might be passable with some modifications.
Otherwise you might be able to get an Unknown Soldier on eBay for a good price (and it can still be a cool, comic-accurate figure without the coat). I have this one, and it's pretty bulky, but the detail's not bad.
I know this is an old thread, but why not buy the Trench coat that came with Eddie rickenbacker? that is a very detailed and classic trench coat, check ebay for it. One seller has it individually at the moment.