4. Book Club
Episode: A Tale of Two Cities (3×01)
Season two kind of ended on a whimper. A lot of big things happened. The hatch blew up. The gang went searching for The Others camp. Michael and his son got away. We saw the four-toed statue. It was fine, but I was getting really tired of the show constantly adding more mysteries while treading water with everything else.
Then this:
3. Desmond Calls Penny
Episode: The Constant (4×05)
Probably my second favorite episode. While the show dealt with time travel quite a bit, this hour of television dove right in and told a complete and fascinating story around it. The Constant has it all: action, suspense, mind-blowing sci-fi, and a huge emotional payoff.
Death By Troggles 
Both incredible moments.
“The Constant” is easily my favorite episode, and maybe my favorite episode of anything.
The Constant is, indeed, my favorite episode of Lost. Desmond episodes tended to be excellent, but with that one, they really hit the sweet spot of genre-mashing sci-fi and emotional resonance that they weren’t always successful with.