Ana Lucia shoots Shannon - Season 2, Episode 6 "Abandoned"
The long-awaited coming together of the main Losties and the tail-section survivors occurs in the worst of ways. Shannon follows Walt through the jungle at just the wrong moment as Ana Lucia gets freaked out by the whispers and shoots at whoever is moving through the trees. Unfortunately it turns out to be Shannon and she falls dead in Sayid's arms.
Just when Sayid had found someone to love other than Nadia, she is snatched away from him. Other than Shannon's brother, Boone, this was the first truly shocking death of a character we really cared about.
Michael murders Ana Lucia and Libby - Season 2, Episode 20 "Two for the Road"
I think this moment has to go down as one of the most shocking of the entire series. Ana Lucia had stolen a gun from Sawyer so that she could shoot Ben (or "Henry Gale" as we referred to him at that point) after he tried to kill her. Michael offers to do it for her when she realizes she can't do it. Michael says, "I'm sorry," and out of nowhere shoots Ana Lucia dead.
What makes this even more of a horrifying and shocking moment is the fact that Libby walks in and Michael accidentally shoots her, too (twice!). Even if Ana Lucia and Libby weren't the two most popular characters on the show, this was a memorable and devastating moment nonetheless, primarily because it was one of the main crash survivors that was responsible for the betrayal.
The Others' Domestic Life Revealed - Season 3, Episode 1 "A Tale of Two Cities"
It became a trademark of Lost to start off each season with a scene that's more than what it seems at first. In season 3 it was a blonde woman preparing her house for a book club meeting, to the song "Downtown" by Petula Clark. During the argumentative book club the ground starts rumbling and when the characters run outside to see what's going on, we suddenly see some faces we recognize like Ben/Henry Gale, Ethan and Goodwin. When they look up in the sky we see Oceanic Flight 815 breaking apart in mid-air.
After some quick instructions from Ben to Ethan and Goodwin to pretend they're survivors, Ben says, "I guess I'm out of the book club." We then get the cherry on top of the cake when the camera zooms out to reveal the "savage Others" are actually living in a very civilized, well-constructed village right on the island. A great opening to what I believe is the most underrated season of the show.
Locke's crippling revealed - Season 3, Episode 13 "The Man from Tallahassee"
One of THE mysteries up until this episode was how Locke ended up in a wheelchair in the first place. The explanation was both satisfying and shocking for the audience. As if Locke's con artist father couldn't get any worse, he cripples his son.
Locke confronts his father over his attempt to marry a woman to con her out of her money. When Locke's father (the original Sawyer?) tells him to go ahead and call the woman to check that he really has left her alone, out of nowhere he tackles Locke and throws him out of a high-rise window. Poor Locke just couldn't catch a break, could he?
Ben and Locke visit Jacob's cabin - Season 3, Episode 20 "The Man Behind the Curtain"
Certainly one of the creepiest moments of Lost is when Ben takes Locke to see Jacob in his mysterious cabin. Once inside, Ben appears to be putting on an elaborate show (talking to an empty chair, for instance) but then we hear a mysterious voice say, "Help me," and when Locke shines his light in the direction of the voice, everything starts to go crazy.
A truly memorable "WTF" moment that's still captivating, even in retrospect.
Charlie's death - Season 3, Episode 23 "Through the Looking Glass, Part 2"
For me this is one of the top moments of the entire series. There are certainly other contenders, but I'd say this is also the saddest and most affecting death. After being told repeatedly by Desmond that he's going to die, no matter what, Charlie decides to sacrifice himself in order to help secure rescue for our Lost castaways.
After slamming the door to an underwater hatch closed to stop the whole facility from sinking, Charlie's final act is to hold up his hand to Desmond, showing the words "Not Pennys Boat" - a revelation that the freighter that was headed for the island had a much more sinister purpose than rescuing our Losties. Charlie then makes the sign of the cross as he drowns.
Boy, I'm tearing up just thinking about it!
The "flash-forwards" revealed - Season 3, Episode 23 "Through the Looking Glass, Part 2"
If ever there was a game-changer in Lost it would be this: the moment when it was revealed that at least Jack and Kate had gotten off the island. The whole episode we were led to believe that the cut scenes were yet another flashback for Jack (not least by Jack mentioning his father as if he was still alive), but during the climax, when Jack meets Kate near the airport and shouts those last words, "We have to go back, Kate. We have to go back!" I (and probably you) was utterly speechless.
Desmond and Penny's phone call - Season 4, Episode 5 "The Constant"
There are many great moments throughout this episode, which is probably a contender for best of series. While his consciousness jumps back and forth in time, Desmond tries to make sure that his true love, Penny, gives him a phone number in the past so that he can reach her eight years in the future. In the present day, on the freighter, Desmond manages to call Penny and what follows is one of the most emotional, heart-wrenching scenes I've ever seen.
A perfectly played out moment between the two characters that arguably make up Lost's greatest love story, all within an episode that took a supposed five weeks just to plan and execute. It was worth the effort.
Ben's daughter is murdered - Season 4, Episode 9 "The Shape of Things To Come"
I really didn't expect the writers to actually the go the route they did at this moment: As Ben was holed up in one of the Dharma houses, the despicable mercenary, Keamy, has his daughter outside and threatens to kill her if Ben doesn't come out of the house and surrender. I honestly never expected Keamy to actually kill Alex - but that's exactly what he did.
The last words Ben's daughter ever heard was him saying she meant to nothing to him. A guilt that Ben never truly got over.
Ben moves the Island - Season 4, Episode 14 "There's No Place Like Home, Part 3"
For some reason the moments that stand out for me tend to be the shocking ones. But I have to say, even as a hardcore Lost fan, I took a while to even comprehend this one.
Taking on the responsibility of "moving the Island" (I don't know if anyone thought that was meant to be taken so literally), Ben goes underground to large half-frozen wheel and turns it. All of a sudden the sky lights up and just as everything goes back to normal we see the Island literally disappear, leaving Jack, Kate and the rest of the Oceanic 6 nowhere to land a helicopter that is fast running out of fuel. A stunning moment in a typically memorable Lost season finale.