Mr. Eko and Yemi, his brother, both at some point wore a silver cross on a silver chain. Originally Eko's, Yemi took it when Eko was taken by the militia. Eko regained it when he took it from Yemi's dead body on the Island. Eventually, he saw a vision of Yemi again ("The Cost of Living") and held the cross at him. It acted as a reminder to Eko's religious past and a symbol of fraternal and religious bonds.
Eko wore the cross as a child. When Eko killed a man to spare Yemi from having to kill him, the militia ripped it from Eko's neck. Yemi picked it up and began to wear it. It was next seen around Yemi's neck when he was taken onboard the drug smugglers' plane after being shot. When Eko and Charlie found the Beechcraft, Eko found the cross on Yemi's body, and put it on himself. ("The 23rd Psalm")
Locke gave the cross back to Eko after discussing Yemi's corpse going missing, creating a bond between them. When Eko saw the vision of Yemi, he returned the cross to him, shortly before refusing to give confession. ("The Cost of Living")
Richard Alpert also had a cross necklace that he kept as a beloved possession. The necklace belonged to his late wife Isabella, who died in 1867. Richard brought it with him to the island and buried it 140 years before digging it up in 2007. ("Ab Aeterno")