Maybe your not a fan of Lost and therefore have nothing really to contribute to the discussion. But for those of you who, like me, have been following this series from the beginning, I want to pitch in a few of my thoughts.

Intriguing stuff indeed. And really great fodder to invoke discussion about the meaning of eternity and man's need for redemption.
My take:
1. The show was not meant to answer theological questions- it was meant to entertain. In that regard I believe the script and production has been masterful. All good art form seeks to ask questions more than answer them, and so the writers of the show, J.J. Abrams and Damon Lindelof are to be congratulated. It has been perhaps one of the most compelling storylines ever written for television.
2. With that said, it is obvious to me that Abrams and Lindelof are admirers of Buddhist Taoism and through their storytelling sought to converge Eastern and Western religious expressions . This is an increasingly mainstream philosophy.
The final episode reveals a lot to us about current American culture in my opinion. We must now admit that most people in America do not accept the Bible's teaching about the exclusivity of the gospel. Most Americans believe that there are many roads to heaven and that there is no such thing as absolute truth. Very few people today even in the Bible Belt have a comprehensive Biblical worldview. When that belief is occasionally expressed in popular culture, it is seen as narrow and intolerant.
For example, in a recent article in the Washington Post, Kathleen Parker criticized Franklin Graham, son of evangelist Billy Graham and head of Samaritans Purse for his belief that Islam is a false and evil religion. Parker's point was that Graham's view is out of step with American culture, even some in Christian evangelical culture:
Graham isn’t alone in his views. A survey of 1,000 Protestant pastors, conducted by an evangelical polling firm, found that 47 percent agree that Islam is “a very evil and a very wicked religion.” But such opinions may be confined mostly to an older generation. Evangelicals under 30 believe that there are many ways to God, not just through Jesus.Kathleen Parker was making the point that it won't be long before the old fashioined belief that Jesus is the only way to heaven will die out. She then cites research by David Campbell of Notre Dame and Robert Putman of Harvard indicating that “nearly two-thirds of evangelicals under 35 believe non-Christians can go to heaven, vs. 39 percent of those over 65.”
As I was watching the final scene of Lost last night and saw all the different world religious expressions represented in the stained glass of the church, it occurred to me that far from being unorthodox, the stained glass actually represents the way most people in America view religious truth.
It dawned on me that we who hold to a Biblical perspective are on the outside looking in at this argument. So when people hear us say that our belief is that there is only one truth and there can't be more than one version of that truth (or any truth for that matter), we are the ones who sound unorthodox and unconventional.
3. I think it is important for Christians to be engaged with culture and to be willing to have the discussions. Instead of complaining about what we see in popular art forms, we need to have substantive conversations about what they mean to us. I believe one of the most important approaches we can take in conversations like this is to simply challenge people to think through what they believe.
My suspicion is that a lot of people watch a show like the final episode of Lost and think something like, "Yeah, that's what I believe..." but never really think through the implications of believing that all religions are basically the same. They're not. And they can't all be true at the same time. It would be logically impossible to believe that if you really thought through what each religion teaches.
All the religions cannot be true at the same time because every religion makes absolute truth claims that directly contradict the absolute truth claims of every other religion. Since two or more contradicting truth claims cannot all be true at the same time, reasonable people cannot say that they believe in the truth of all of them.
Lets take Buddhism in contrast to Christianity for instance.
There is no God in Buddhism. Christianity, however, presents a living, personal, holy and almighty God who created the world from nothingness.
In Buddhism, the world and human self are nothing but an illusion; Contrast this with the Bible that teaches the physical reality of Jesus Christ, mankind and God’s creation.
There are many more contradictions such as the Christian teaching of sin, suffering and the reality of a physical heaven, all of which are directly contradicted in the teaching of Buddhism.
And these are just the contradictions between Buddhism and Christianity. There are many more contradictions between Christianity and every other religion and as Christians we have to point out that there can only be one truth. To the complaint that Christianity is too narrow we say "All truth is narrow." Any person who makes a truth claim (such as Christianity is too narrow for instance) is being narrow in holding to that truth claim.
4. I think the biggest point to make to people is that Lost was enormously entertaining and that it provokes incredibly important questions. The most important of which is "how does a person find ultimate reality?"
The Bible teaches that we were all created by God for an ultimate purpose that can only be realized when we give up on our tendency to find our own way and live for ourselves and see that Jesus Christ did all the necessary redemptive work on the cross so that we could be brought in and accepted by His grace. If we follow our own natural inclination toward self idolatry, God will give us over to our choices resulting in eternal misery.
Every other religion teaches that salvation is up to the individual and has to be earned, therefore there is no guarantee or assurance of what eternity brings.
And that's an ending none of us would want or enjoy.