It's to be found in From Blue to Gray: The Life of Confederate General Cadmus M Wilcox by Gerard A Patterson.
And I'm darned glad you asked! It was Gibbons, not Hill, who asked Wilcox about his coat! And he asked at Appomattox. He asked about the coat on a nice spring day and Wilcox showed him he was pretty much alone in that coat. Wilcox said to Phil Sheridan, who was standing around, "You have captured all the balance, and you can't have that until you capture me!"
Ah, me. Old age. Now I must check everything I post!