Ever since I started watching the show I had a feeling that Lost was very similar to [Ambrose Bierce's short story, "An Occurrence at Owl Creek Bridge." http://www.enotes.com/occurrence-owl-creek-bridge/
In the story, in the blink of an eye, a man about to be hung by being thrown off a bridge with a noose around his neck has a fantastic experience where he appears to escape death and meet up with his wife. At the end of the saga as the main character is about to be reunited with his wife, the rope snaps and the man dies, and you realize the whole story was just a fantastic illusion.
I am not dissatisfied with Lost and the ending did not surprise me, but I think the six seasons were just an epic presentation of this short story.