Each of Sam's assigments from The Devil are accompanied by a vessel which will trap escaped souls from Hell. The vessels come in a variety of spooky, gargoyle-adorned boxes, and are hand-crafted in the "bowels of perdition, by the iniquitous and the vile."

Upon their capture, the captured soul turns into a black smoke and gets absorbed into the vessel. In Season 2, they become golden dust before being absorbed. As soon the soul is captured, Sam (usually accompanied by Sock and Ben) return the vessel to a portal at the DMV, where the souls are then transferred back to Hell.

Vessel Episode Description
"Pilot" Sam is given a Dirt Devil to capture Ned Schmecker. It's not fully charged when he and Sock go to finally use it, so they have to borrow a charger from the Work Bench and wait while it juices up.
"Charged" A remote-controlled truck is sent to hold Sam's next assignment. The truck is smashed to itty bitty pieces after their first attempt to capture the Soul, and they almost give up. But when cornered at the Bench with an injured Ben, Sam has an epiphany and uses the remote control's antenna as a lightning rod.
"All Mine" The Devil equips Sam with a broken toaster, which the guys "fix." When they finally confront the Soul, they realize it was supposed to malfunction and spark, in order to suck the Soul into it.
"Magic" A dove is sent to Sam in order to capture a former magician. Ben names the bird Winston and bonds with it. Sam uses Winston to catch the magician using his disappearing power, whereupon Winston turns into a flock of man-eating crows and devours the Soul.
"What About Blob?" Sam's wardrobe gets an upgrade with a fantastically ugly hand-knitted winter sweater, which he must use to absorb a soul consisting primarily of slime.
"Leon" Ben, Sock, and Sam capture Leon, a Soul trying to rehabilitate who also has guns for hands, in a snowglobe. Later in the episode they use a meat thermometer to capture "The Butcher," who apparently can turn himself into a dog.
"Love, Bullets and Blacktop" An eight-track tape is used to capture two Souls from the 80's who are deeply in love with each other... And with crashing cars into things.
"The Cop" A taser is used to capture a tattooed murderer. And also to accidentally taser the crap out of guest star AD Skinner.
"Ashes to Ashes" They have to filter the Soul backwards through a blow dryer filtering the Soul out the ashes it is forming it's body from. Naturally this means that once the Soul is captured, the dudes are covered in dead people. Naaaasty.
"Cash Out" Again, one vessel for two Souls: a Zippo lighter.
"Hungry for Fame" The Soul is a cannibal with shark teeth, so naturally they capture him with... a spear gun. This time, giving Sam a vessel that could actually "do some damage" does not have horrible results.
"Unseen" A Magic Bullet. The high-speed, As-Seen-On-TV blender, not the vibrator. It is important to note that the blade used in the capture is the chopping blade, not the whipping blade.
"Acid Queen" Bubbles!
"Rebellion" Sam uses a whip to send a parasitic lawyer back to Hell.
"Coming to Grips" Sam gets a scythe. He doesn't get to keep it, unfortunately. But it is pretty badass while it lasts, rampant incompetence aside.
"Greg, Schmeg" Although it is not an "official" vessel, Sam uses a Nerf gun that can send anything (including objects) to Hell to face a chainsaw-weilding psycho that he believes to be an escaped soul. He uses this vessel to send Mr.Oliver to hell.
"The Leak" Sam uses a vintage Polaroid camera to capture the Escaped Soul. Several times, since he keeps escaping. At the end of the episode he runs out of flashes and realizes that taking the Soul's picture in the dark won't work. Fortunately Ben & Sock save the day by shedding some light on the situation (bad puns are really in these days, I swear)!
"Cancun" Sock captures the fortune-telling Soul by pegging her in the back of the head with a baseball, using Demon-induced superstrength.
"Episode IV: A New Hope" Cattle Prod that needs to charge after each shock to defeat a multiple of souls, he gets them drunk, soaked, then shocks the water
"Dirty Sexy Mongol" 13th Century Spear
"The Sweet Science" Boxing Gloves for a knockout
"The Favorite" Letter Opener to the Back
"I Want My Baby Back" Wooden Stake to a Vampire Woman
"Underbelly" Unholy Hand Grenade
"The Good Soil" morgan hits the soul with a dodgeball
"The Home Stretch" a fire extinguisher was the first vessel to be sent to hell by a soul
"No Reaper Left Behind" a gun that was supposed to be used to capture sally.
"My Brother's Reaper" no vessel, but one dead guy
"To Sprong, With Love" Wooden Mallet
"Business Casualty" Clown Horn
"The Devil & Sam Oliver" Machette