If you have the option of using lualatex
then unicode-math
provides access to such characters:

\documentclass{article}
\usepackage{luatextra,lualatex-math}
\usepackage[math-style=ISO,sans-style=italic]{unicode-math}
\defaultfontfeatures{Ligatures=TeX}
\setmainfont{Tex Gyre Termes}
\setsansfont{Tex Gyre Heros}
\setmonofont{Tex Gyre Cursor}
\setmathfont{Tex Gyre Termes Math}
\begin{document}
\( \sigma \mathbf{\sigma} \mathbfsf{\sigma} \)
\( \psi \mathbf{\psi} \mathbfsf{\psi} \)
\end{document}
Tex Gyre Termes Math
is quite new, an older font is Tex Gyre Pagella Math
, the name has just changed from TG Pagella Math
:

\documentclass{article}
\usepackage{luatextra,lualatex-math}
\usepackage[math-style=ISO,sans-style=italic]{unicode-math}
\defaultfontfeatures{Ligatures=TeX}
\setmainfont{Tex Gyre Pagella}
\setsansfont{Tex Gyre Heros}
\setmonofont{Tex Gyre Cursor}
\setmathfont{Tex Gyre Pagella Math}
\begin{document}
\( \sigma \mathbf{\sigma} \mathbfsf{\sigma} \)
\( \psi \mathbf{\psi} \mathbfsf{\psi} \)
\end{document}
Alternatively there are the XITS
fonts, where the distinction is less clear:

\documentclass{article}
\usepackage{luatextra,lualatex-math}
\usepackage[math-style=ISO,sans-style=italic]{unicode-math}
\defaultfontfeatures{Ligatures=TeX}
\setmainfont{XITS}
\setmathfont{XITS Math}
\begin{document}
\( \sigma \mathbf{\sigma} \mathbfsf{\sigma} \)
\( \psi \mathbf{\psi} \mathbfsf{\psi} \)
\end{document}
\usepackage{bm}...\begin{document}$\bm\sigma$
what you want? Or how exactly do you expect\sigma
to appear?\upsigma
(serif, upright), but no sans-serif.