When a school is being referred to as an institution, you do not need to use the: When do the children finish school? When you are talking about a particular building, the is used: I’ll meet you outside the school. Prison, jail, court, and church work in the same way: Her husband spent three years in prison. Source
These are not wrong: "We go to school" & "We go to the same school".
My question is that whether we can say: "We go to same school?". I can feel that is wrong but not sure.