I got a black H&M trencoat a few weeks ago from the Chicago State St. shop. $150, or thereabouts. I would have preferred it in khaki, but it only came in black. They had a 36R, and it fits me perfectly (I'm 5'7", have a 27" waist, and weigh 128 lbs). If you can fit into a H&M 36R sports jacket, you should be able to get a pretty good fit in the 36R trenchcoat. It is lightly quilted on the inside. I haven't had to wear it out in the rain yet, but it's been keeping me warm for the past couple days.
I've found that it is extremely difficult to find reasonably priced slim trench coats or overcoats. Nothing at all at Filenes Basement in 36, and the 38's are usually sized much too large. Also fairly hard to find online. That being said, second hand Russian army trenchcoats usually have a very slim look and sometimes come in smaller sizes, but it's hard to rely on their sizing information.