The biggest threat to the survivors of Flight-815 in Lost was of course the smoke monster, though it only appeared in a few episodes of the early seasons. It wasn't until much later in the series that it was discovered that the smoke monster was much more involved in their lives than they realized. The smoke monster was manipulating them by impersonating other characters on the show.
In season 6, it's revealed that Jacob (Mark Pelligrino) and the smoke monster, also known as The Man in Black (Titus Welliver), were brothers who lived on the island centuries ago with their mother. When The Man in Black murdered their mother, Jacob was so angry that he pushed his brother into the Heart of the Island. The electromagnetic energy somehow transformed him into the smoke monster. The smoke monster, still determined to leave the island and reach civilization, sometimes took human form to further his goals. In order to interact with the survivors, he had to copy the form of a dead person.
In six seasons, the characters of Lost have experienced numerous, strange sightings all over -- and off -- the island. There were several occurrences where a character would see someone that they knew for certain was dead. Explanations for these sightings often differed. Some really were ghosts, others were the manifestations of the smoke monster, and some were just simply hallucinations. A few, such as Kate's black horse, remain unexplained. Here's everything that the smoke monster is confirmed to have impersonated across all six seasons of Lost.
Christian Shephard
Jack had an unsettling experience in the first half of season 1 when he thought he saw his father, Christian Shephard (John Terry) on the island. Jack spent an entire episode chasing the strange apparition. In the end, he was led to the caves, which ended up being the primary water source for the survivors. Jack also found his father's empty coffin. It wasn't immediately clear if Jack had been led there by a hallucination caused by dehydration and a lack of sleep, or the ghost of his father. Toward the end of season 6, the smoke monster, in the form of John Locke (Terry O'Quinn), admitted to Jack that it was he who Jack saw in the jungle. He confirmed that his reason for luring Jack into the jungle was to get him to find water.
Before the Oceanic Six returned to the island in season 5, Christian Shephard served as the smoke monster's primary disguise. He used this disguise when appearing to Claire (Emile de Ravin), Michael (Harold Perrineau), and Locke. The Man in Black used Christian's face to convince Claire, Christian's secret daughter, to stay with him, and to tell Locke that he had to move the island. At the time, the smoke monster's true nature had not been revealed, so whether or not Christian was still alive was still an important mystery. The possibility that Christian was still alive seemed to grow stronger when he told Locke to say hello to his son, which was clearly a reference to Jack.
Yemi
Years ago, Mr. Eko (Adewale Akinnuoye-Agbaje) was an infamous drug lord. His brother, Yemi, was a priest who tried to get Eko to turn over a new leaf. Due to one of Eko's drug-trafficking schemes, Yemi was trapped on a plane that eventually crashed on the island. In season 2, Eko experienced a vision of Yemi that allowed him to find Yemi's body. In season 3, Eko wrongly believed that another vision of Yemi had appeared to him. "Yemi" told him that it was time for him to confess his sins. After following him, the person told Eko that he was not his brother. When Eko chased after him, he was attacked and killed by the smoke monster. This was the first time that Lost hinted at the idea that the smoke monster could appear in human form to fool the characters.
Medusa Spiders
The Lost season 3 episode "Exposé" killed off two of the show's newest characters, con artists Nikki (Kiele Sanchez) and Paulo (Rodrigo Santoro). When Nikki came to the conclusion that Paulo had deceived her, Nikki plotted to have a medusa spider put him into a coma. When multiple spiders bit Nikki, she too became paralyzed. The survivors determined that the two were dead and buried them alive.
While nothing occurs in the show that suggests that anything abnormal is responsible for Nikki and Paulo's deaths, executive producers Carlton Cuse and Damon Lindelof confirmed in an official Lost podcast that the medusa spiders were actually the smoke monster. The smoke monster's motive for killing the couple is never mentioned.
Locke
When the Oceanic Six came back to the island in season 5, they brought with them the body of John Locke, who had been murdered by Ben (Michael Emerson). The smoke monster then assumed Locke's form, and manipulated the survivors into joining forces with him. However, it didn't take long for his violent nature to reveal that he wasn't the real John Locke. Even in his human form, Locke was impossible to kill, making it easy for him to terrorize and threaten anyone who stood in the way of his plan to leave the island.
As Locke, the smoke monster served as the main antagonist for the remainder of the series until the series finale, when Desmond (Henry Ian Cusick) deactivated the Heart of the Island, making it possible for Jack to finally kill the Man in Black.
Alex
Before it was discovered that Locke and the smoke monster were one and the same, Ben was used as a tool by the Man in Black. He tricked Ben by pretending to be the ghost of Ben's adopted daughter, Alex. Ben was directly responsible for Alex's death in season 4, a fact which "Alex" was quick to exploit. After Ben apologized for what happened to Alex, she attacked Ben and demanded that he loyally serve "Locke" to pay for his crimes. Of course, as soon as the smoke monster left he returned again, this time as Locke, knowing that he had succeeded in gaining Ben's loyalty. It's eventually discovered that the smoke monster's entire objective was to get Ben to murder Jacob.
Isabella
Aside from Jacob and the smoke monster, Richard (Nestor Carbonell) is the oldest character on the island, but for most of the series, Richard's immortality is one of the show's biggest mysteries. His backstory is finally explored in a season 6 episode, which shows Richard coming to the island on the Black Rock. When the ship crashed, Richard could hear the smoke monster killing everyone above deck. While Richard was imprisoned below, Richard was visited by his recently deceased wife, Isabella, who told him that they were in Hell. Isabella is in fact the smoke monster, who was scheming to get Richard to kill Jacob. What's interesting about this particular event is that Isabella, unlike the others, died off the island, which means that the smoke monster doesn't always need a dead body to take a new form. Instead, he scans people's memories and uses them to select his next human form.