The Colt went on a bit of a journey! (Canon Supernatural spoilers to follow)

Bobby certainly did experiment with it, and with Ruby’s help was able to make some more bullets. They used it from time to time on a few baddies, and Dean even tried to use it on Ruby once, but Bela lifted it when she was ‘helping’ them on a case. She tried to trade it to Lilith (never used it on Lilith, so we don’t know if she’s immune. I have a fair idea of what they meant by the five things in all of the universe that can’t be killed with it, I don’t think she would be one of them if even yellow-eyes died to it).

They don’t get it back until Crowley hands it over to use on Lucifer, and make the discovery that it can’t kill anything when he laughs off the attack. After this, the Colt won’t be seen for seasons and seasons until it resurfaces with another Prince of Hell. Thus the Colt wasn’t around for Eve’s brief reign above ground. 

Dean would very much like his favorite gun around more!