Bobby sells his soul to Crowley, but Crowley only gets it after Bobby dies so Bobby still has a soul (as do MOST of the people who sold their souls to Crowley - Crowley was the Crossroads Demon). Sam, LITERALLY, Has NO soul at all. His soul was left in the cage with Lucifer and Michael.
This leads Dean to momentarily believe Sam was still possessed by Lucifer. However, it is later revealed that, whilst his body and mind are not in the Cage, his soul is. During the time that Sam was soulless in Season 6, he lacked empathy and behaved like a sociopath.
