Man, so many for me but
Seeing Locke in the wheelchair at the end of Walkabout - realising he was just fine on the island - a real WTF moment
Seeing Hurley's lottery numbers engraved on the side of this mysterious hatch on a "deserted" desert island that our survivors can't seem to open up
The Dharma Orientation film - we still didn't understand a lot after we saw that, but before that the audience was sort of like groping its way around a darkened room - that film handed us a flashlight.
Locke convincing Jack to push the button - "Why do you find it so hard to believe?", "Why do you find it so easy?", "ITS NEVER BEEN EASY!"
Everything about Henry Gale / Ben in Season 2 - just this foreboding sense that we're witnessing this massive mind game with severe or even deadly consequences.
The end of the season 2 finale - the sky turns purple, and the next thing we know we're looking at these two guys in an artic research station - I swear I thought the episode had ended and I'm seeing some cheesy Budwiser commercial, and then all of a sudden its like ok, this is still Lost, and the real world still exists!
Sawyer killing cooper - that was some intense stuff
Desmond and Penny in The Constant
Keamy kills Alex, and Ben summons Smokey to take out Keamy's team
Ben goes to Smokey to be judged and Alex shows up
Ben and Ilana have it out
