I am almost sure it came from JCREW...I have noticed a few items being worn by the women on the show are from there. I would go to the JCREW website and take a look. I noticed Sami and Kate have been wearing JCREW. I do know they have the Peacoats there a well. Take a look.
If not at JCREW...I would also check Nordstrom. Hope you find it!