For those of you who do not watch Supernatural, the actors that play Jacob and the MIB (from the "Incident") also appear in Supernatural. Titus Welliver plays War, one of the Four Horsemen of the Apocalypse, and Mark Pellegrino plays Lucifer. In the show, War causes people to kill each other by altering their perception of reality, making them see some people as demons and making those "demons" see people as demons. Also, Lucifer was cast down to Hell by Michael because he had issues with his father, God, and he refused to bow down to the humans. Lucifer was released from his cage in Hell and caused evil to spread, and shortly after he was released he possessed a man by appearing as his wife and telling him that he will help him get justice for her murder if he consents to possession. Lucifer is also the creator of Demons which appear as columns of floating black smoke.
Now this doesn't totally relate to Lost, but there a few parallels that are pretty cool.