In the northwest corner of the map is an island separated from the mainland by a fair stretch of water. If you fly over this island in any plane you'll automatically crash. On the island you can find numerous references to Lost, including plane wreckage of Oceanic Flight 815, familiar settings like the stream. You'll hear sounds of the Smoke Monster as you explore too. There's even a hatch to be found!
Note: After you've completed the mission where you have to rescue a guy from Lost island, you can land a plane on lost island and dock a boat there without your vehicle blowing up.