We've all seen the stories where Sherlock finds out the existence of aliens or angels. This is my take on his reaction. No pairings.

"Huh."
"What?" Sherlock asked.
"I could have sworn…" John muttered. He was gazing out the window at the street in front of 221 B. "They must have just ran up, or something. I could have sworn they just appeared."
"They didn't."
"Thanks for that, Sherlock."

A few more moments passed, then John added, "I think they're clients!"
Sure enough, there was a knock on the door a few moments later. But Mrs. Hudson didn't call "Clients, boys!" upstairs. Instead, she called, "Sherlock, why are the FBI here?"
"The what?" Sherlock asked, jumping up. John stood too. They faced the door, and watched as Mrs. Hudson appeared in the doorway, followed by two tall men. The taller one nodded at Mrs Hudson, and she retreated downstairs.
"Where's the third guy?" John asked.
"There's no third guy," Sherlock said. John shook his head.
"Agents Roberts and Montoya, FBI," the shorter one said in a classic American accent. They both flashed badges. "We've been getting reports of strange things happening around this house. They could be related to the disappearance of one of our agents."
"No," Sherlock said.
"What?" the taller asked.
"That's not right. Not exactly. You're lying."
"No, we aren't," the taller said. He looked sincere, and John flashed a warning look at Sherlock. It was one thing to piss off Lestrade, and quite another to piss off the FBI.
Meanwhile, the shorter had glanced over to the kitchen. John winced. Yeah, the kitchen wasn't going to help Sherlock out.
"Are those human remains?" the shorter demanded.
"They're experiments!" Sherlock shouted. "I need them for cases!"
"He's a consulting detective," John broke in quickly. The FBI nodded, making faces as if they did not believe Sherlock and John at all. Suddenly, they both pulled guns, aiming at Sherlock and John.
"Sit down!" ordered the taller. "On the couch. Don't try anything."
"Forgive us if we don't believe your story," the shorter added, "but you've got half a human in your kitchen and you're connected to a case. Now, what are you?"
"I'm Sherlock," Sherlock said indignantly. "I'm a consulting detective. That's John, my blogger. He's a doctor."
"The body parts in the kitchen?" the taller asked.
"The fingers are to research freezing patterns after removal from a body. The eyes are to investigate the rate of decay of the retinas. The liver-"
"Stop," the shorter interrupted.
"I think they're telling the truth," the taller said.
The shorter glanced at the ceiling. "I'm going to scan the kitchen. Keep an eye on these two." He walked away, pulling something out of his pocket. The taller one sat down, resting his gun on his thigh.
"Sorry. I should introduce myself. Agent Roberts."
"And your partner is Agent Montoya?" Sherlock asked.
"Yes."
"What case were you working on?" Sherlock asked. "I haven't heard of any disappearances of FBI agents recently."
"Our division… likes to keep it out of the papers."
"But Lestrade would have been notified, right?"
"Maybe he was," John interrupted then, "and didn't tell you."
"That's ridiculous," Sherlock stated.
"I doubt whoever that is was notified," Roberts said.
A whining, clicking sound was slowly getting louder in the kitchen. Montoya walked back in. "It's useless! EMF over the whole friggin' kitchen! Who keeps body parts around?" He sounded exasperated.
Roberts turned to Sherlock and John. "Do you know whose body parts they were?"
"Molly knows," Sherlock said.
"Molly?" Roberts asked his partner. "Isn't that the name of the woman Bobby said was at the morgue?"
"Yeah."
"You know Molly?" John asked.
"Yeah."
"We should go talk to her."
"Definitely."
And suddenly, Roberts and Montoya left.
"That was odd," John said.
"Odd? Follow me, I know a back way to the morgue!" Sherlock shouted, clattering down the stairs.

The FBI were talking to Molly, who was working in her lab. Sherlock and John were hiding inside the lab, listening.
"Molly?"
"Do I know you?" Molly asked.
"Bobby Singer said he knows you."
"Bobby! Of course!"
Who? John mouthed at Sherlock. Sherlock shrugged.
"I'm Sam Winchester, and this is my brother Dean," Roberts said. (Sherlock mouthed, I knew it!)
"Winchester? Sam and Dean Winchester? Oh my god," Molly exclaimed.
They're famous, mouthed Sherlock. Or infamous.
What? John mouthed.
"We're actually here because there's a haunting near a buddy of yours'. Sherlock?"
Molly groaned. "Of course there is."
Haunting? John mouthed at Sherlock.
Code? Sherlock suggested.
"Anyway," Sam continued, "He said you knew all of the people who donated body parts to him."
"Wait," Molly said, "you talked to him? Did you tell him you were going to the morgue?"
"Yeah…"
Molly sighed, then called out, "Sherlock!"
Sherlock stood up, appearing from behind the table. The Winchesters looked startled, Molly resigned. John stood too, brushing off his coat.
"I knew there was something off!" Sherlock shouted. "What's haunting code for? And don't lie. I can tell when you are lying."
"...It's not," Dean said finally.
"It's not what?"
"It means a friggin ghost is hanging out in your kitchen."
"No, it doesn't," Sherlock said.
"Yes, it does."
"Ghosts aren't real, Dean."
"Evidence," Molly muttered, looking at Sam and Dean. "He won't listen to you until you can give him evidence."
"Cas?" Sam asked.
"Cas," Dean said, and nodded. He clasped his hands and looked up.
"Is he praying?" John asked.
"It's how we call Cas," Sam explained.
"Castiel, who art wherever you are right now, please get your feathery butt down here for a sec. We need to convince someone who hoards body parts that that might not be a good idea." And suddenly, there was another person in the room.

Reactions were mixed.

Dean and Sam smiled at the stranger. Molly was startled, but took it in stride. John tried to draw his gun, but dropped it, and Sherlock stood there and blinked.
"Will that be all? I was… talking to a demon," the stranger said, in a low, gruff, American-accented voice.
"Yeah. Thanks Cas. We'll give you a call later."
And the stranger was gone.
"Is that enough evidence?" Dean asked. Sherlock didn't respond. John and Molly looked at Sherlock, concerned. Sherlock flung his arm out towards John, and clamped onto his shoulder, holding himself up.
"Ghosts?" he managed.
"Actually," Sam said, "that was an angel."
"oooh! " Molly squealed.
"Don't get your hopes up. Most of them are dicks," Dean informed her.
"Angels?" Sherlock gasped.
"And demons and werewolves and vampires…"
"Witches-"
"Shifters-"
"And a bunch of stuff you wouldn't recognize the name of," finished Sam. "We hunt monsters."
"And these things," Sherlock said, thinking of numerous unsolved cases, serial killings that stopped a few weeks later but the killer was never found… "they would be able to throw people against walls, and enter locked rooms, and make knives throw themselves, and spoil food, and make a twenty year old die of old age…"
"And more."
Sherlock shut his eyes, pressing his fingers to his temples. "There is so much I need to know. I need to know all of it." He ran off, probably to find Molly's computer. Meanwhile, Sam and Dean turned back to Molly.
"I scanned all the bodies for EMF," she said. "Before I gave parts to Sherlock. But I found out today that my detector was broken when I scanned the body… the one that donated the liver. The man whose liver it is was killed by his brother. They ruled it an accident."
"That's probably it. Smart, Molly," Sam said, and he and Dean left.

"So," John said, "who are they?"
"Sam and Dean Winchester," Molly said, and smiled. "Hunters. Best out there. Saved the world a couple times."
John laughed. "Of course they did."

"I kind of feel bad for Sherlock," Sam said, watching the liver burn. He was bleeding from his lip from the brief skirmish, but that was nothing.
"Why?"
"Dude's life got turned upside down. I thought I remembered that name. He was on the news. He's a genius."
"And?"
"He had a way of thinking that helped him sole even the most unsolvable cases. His mind was organized. He was quoted saying, 'once you've eliminated the impossible, whatever remains, must be the truth.'"
"And we just told him that the impossible happens."
"Yeah."
"Maybe… Maybe Cas can do us a favor."

Cas pressed his fingers to Sherlock ' forehead. The man sighed and relaxed into the couch. "He won't remember this. However, you should offer an explanation for what he did yesterday."
John nodded, watching his sleeping friend.
"If there's another unusual case, serial killings that look like an animal attack or happened in an impossible way, give us a call," Sam said, handing John a piece of paper. "One of those numbers should work. Your friend Molly probably has some contacts, though."
John shook his head and laughed. "Of course. Thank you."
"Ready?" Cas asked, facing Sam and Dean.
"Wait," John said, "I do have a question, if that's all right."
"Sure," Dean said.
"What are angels like? They don't just watch over us, do they?"
"They listen to prayers," Cas told him, "when they're not in the middle of a civil war. They are soldiers, built to follow orders."
"Is there a god?"
Castiel looked at him sadly. "Not anymore."

Sherlock woke up with a start. "John! Where am I?"
"On the couch. You were drugged. I dragged you back here to sleep it off."
"Yes," Sherlock agreed. "Good plan. Time to go." He stood, shook his head as if to clear it, and strode out the door.

Sherlock believed John, but there was always that spark of doubt in the back of his mind. He didn't know what had happened that day, but something did happen- because John never prayed again.

Written with some of the earlier seasons of Supernatural in mind.

Message from your friendly internet author: Shaking the foundations of someone's belief hurts them more the more they've built on that belief.