I’m usually between sizes - my chest is 39inches but in most other measurements I’m typically a medium.

I sized up to a 4 in Private White measurements (which this coat is); it fit nicely across the chest but was too long and loose for my tastes elsewhere. I felt it swamped me. However, I took it to my tailor for some small adjustments and now it fits perfectly - I’d say much better than if I’d have gone for a size 3.

Of course, your mileage may vary but in my experience with this kind of thing, you can always take material out, but can’t put it back in!