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Simple Theory by driveshaft81
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1.They all died in Oceanic 815
2.This island was a purgatory where desmond hume and various others were stuck from beginning.
3.Both jacob and the black smoke thing were the right and the wrong path respectively,they had to choose one to follow.
4.They chose to follow jacob's path and killed the black smoke and finally realised in the end that they all died in the crash (at jack's father's funeral).
5.this show clearly indicates that this world is an illusion and souls and a form of energy which is depicted by the light at the centre of island
6.this light indicates a group of souls which interact with each other in various lives as shown here in form of time travel or parallel universeetc
7.In whole series each character happen to be passing each other unaware of connction that exist between them
8.Finally they realised this bond and were reunited with each other.THIS IS THE STATE OF NIRVANA(ie freeing one's soul from cycle of life and death)
In short this shows depicts the story of human existence,birth,death,re-incarnation,the cycle of life and breaking the illusion of this cycle to achieve supreme consciousness or nirvana

Life, death, redemption, rebirth and beyond by Imagination
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I was a die hard fan of LOST from beginning to end. I watched every episode 2 or 3 times for six years. LOST was and will always be the most imaginative, creative, philosophical, and just down right greatest show of all time. Here is why: First off to really understand LOST you need to have at least a working knowledge of great literature, world religions, scientific phenomenon, philosophy, and theories of quantum physics. If you do not possess this knowledge you can still enjoy the show for all the adventure, suspense, intrigue and romance but you may not be as hooked as those of us who analyzed every detail from the start.

They Weren't Dead on The Island, And The Light Isn't Anything Beyond The Physical by Nick
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I know this isn't the only accepted conjecture, but many of my friends say that they all were dead from the start. This simply isn't true. All of the characters eventually died, as they were seen in the church, but weren't dead from the plane crash. I don't believe that the island was Hell, or even a testing ground for the so-called "Sideways Universe." The island was just that, an island, even though it's a strange one at that.

Christian said that everyone dies sometime. Meaning that all the characters didn't have to die in the crash, they just had to die. And once they were in heaven, they were happy, as heaven is perfect. Also, how could the "dead" Kate, Sayid, Jack, Hurley, Sun, and Aaron(who wasn't even born before he "died") communicate with the "living."

The pockets of energy are simply areas with large amounts of electromagnetic energy, as we know from the series. The energy caused space-time to stretch, like gravity causes it to stretch. The bearing of 305 degrees was a way to enter the magnetic field without going through stretched space time. And, the wheel that the Man in Black helped create had metal on the spokes. The metal can be used to manipulate the electromagnetism by conducting it and altering the field, creating a new "safe" path to leave the island by, resulting in a fast-track off, to somewhere else(like Tunisia). Also, Faraday had to find a new bearing depending on what year it was. This makes sense considering that space time is always changing, causing a change in the field. The stone plug that was removed by Desmond must have had some sort of metal, keeping the field going and the Man in Black from being able to leave.

As to why the Man in Black and Jacob are immortal, that's beyond my imagination.

What Happens When a Character Dies by Scott Gingold
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This is a rather simple theory aimed at ironing out all the different ways in which we've seen the afterlife on Lost. I tried to give an order to the stages of death using evidence shown on the show.

Remember, that since time is relative (and since Christian said that time doesn't exist in the Sideways universe) all of this stuff can still happen in order, but in the blink of an eye (literally).

1) The character dies in real life.

2) The character's last thoughts can be heard by Miles or the Man in Black if a body/ashes are present.

Michael's Crime by EMBDowns
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Michael's Crime, Why he couldn't move on

Michael's crime was more than betrayal and murder. Considering that he was trying to be a good father he could almost be forgiven.

But he was doing more to fit what he believed a good father should be and less being a good father.

For example, the risk of taking Walt out on the raft knowing how dangerous it was. Would you take your 10 year old out on the open sea with sketchy provisions and no way of getting back if you are wrong? The action itself was more for himself than for Walt.

There was Michael's jealousy of Locke as well. Instead of asking Locke for help he clearly regarded Locke as competition. In this matter he acted like Jin did with Sun, trying to isolate in the name of protection.

An Essay on Why and How the Island is the Magic Box by Alex Stone
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Ben and the writers have said, honestly, that the box is a metaphor for the island. Ben was the first one to name and apply an analogy to what has been happening on the island since season 1.

It's most obvious in The Moth, the same episode in which Locke acknowledges the same phenomenon. "What I know is that this island might just give you what you're looking for, but you have to give the island something." There is a trade off, a reciprocity between the island and the person on it. Further evidence of this reciprocity is Aaron's birth occurring simultaneously with Boone's death.

There have been multiple instances of the island rewarding redemptive behavior. As seen in The Moth, Charlie trades his drugs for what he wants, his guitar. Hurley realizes that he makes his own luck, he gets the Dharma Van to work. Ji Yeon is Jin and Sun's reward for reconciling their relationship. But Anthony Cooper is a special case. He wasn't Locke's reward, he was Sawyer's.