Narrowing the shoulders can get rather expensive. When you remove a sleeve and change the arm hole by going into the chest and back panels to get rid of that quarter to one-half inch on each side, it involves a bit of work. If it's a coat you don't mind investing-in, it might be worth it to you.
Generally, you are looking at around a $250.00 total to do both shoulders when you must remove the sleeves. If you have a high dollar jacket or it has some sentimental value, why not do it? If it's from the Men's Warehouse, offer it up to Vaclav's barbeque!