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I just re-watched the first ten episodes of Lost. I really like the way some of them end with songs that underscore the moods and the characters' stories.

Episode 4
Hurley dumping sand out of his shoe, as the survivors settle in.

I've got troubles,
Oh, but not today,
Cause they're gonna wash away,
They're gonna wash away.

Episode 6
After the survivors relocate to a cave with running water, the camera pans the sad faces of those staying behind on the beach. Kate, Sawyer, Sayeed, Michael and Walt.

Look around you,
Look down the bar from you,
The lonely faces that you see.
Are you sure that this is where you want to be?

Episode 8
Sayeed leaves the others behind to wander the shore alone.

When my legs no longer carry,
and the warm wind chills my bones,
I reach for Mother Mary
and I shall not walk alone.

Joe Purdy, "Wash Away"
Willie Nelson, "Are You Sure"
Blind Boys of Alabama, "I Shall Not Walk Alone"