The visitors struck first through Jonny Steele before SKC's Kei Kamara tied it up on the stroke of half-time at Sporting Park.
Enter former Charlton Athletic and Leeds United winger Sam who came off the bench on the hour-mark to set up Fabian Espindola's 63rd minute go-ahead goal before netting one himself with just over 20 minutes remaining.
The Red Bulls conceded late to Dom Dwyer's first MLS goal but still held on for a vital win in which Sam played the hero.
"I was told to come on and be positive straight away and if I can beat the first man, it will open up a lot for us," said Sam who also tweaked his left quadriceps prior to the final whistle.
"Just those words meant a lot to me. I think [assistant coach Robin Fraser] said it to me, and when you get positive words to go on and just attack, it helps a lot. That probably helps me."
Red Bulls head coach Mike Petke added: "I just thought that Lloyd would bring some energy and ability to counter and that's exactly what you saw, it's exactly what he did. It's unfortunate that he goes in and then gets an injury and then we have to make another sub [but] I was happy with Lloyd's performance today."