So when watching some season 3 episodes I was amazed at how many times Mikhail was fataly wounded and pulled through (sonic fence, harpoon gun to the chest) Then I had a theory. What if after the sonic fence incident, Mikhail is simply smokie.
Smokie has been known to manifest as Alex, Yemi, Kate's horse, and the medusa spider that bit Nikki (ones confirmed by tptb) as well as possibly MIB, Christian, Robert, and the rest of Rosseau's crew. Why not Mikhail?
This might explain his knowledge of the different Losties, and why he seemed to know of "Jacob's list"
Just a list.