Someone else pointed out (I think on copperbadge's Three Things post about yesterday) that Jack probably has a Stash of greatcoats. Most would have been at the Hub, of course, but we think he probably had one at Ianto's flat.

....not that that will be any help at the moment, of course. Unless they've got another bolthole somewhere, with another greatcoat. Or two. And more guns. And money.