Lost was primarily filmed on Oahu, one of Hawaii’s major islands.
Production used Oahu because the island offered an unusually broad range of accessible locations: beaches, mountains, forests, urban streets, valleys, and built-up areas around Honolulu. That variety allowed the show to represent many different places around the world without moving its main production base.
The pilot’s beach scenes were filmed at Mokulēʻia Beach near Oahu’s northwest tip, while later beach sequences used locations along the North Shore. Honolulu and nearby areas also doubled for cities and countries featured in flashbacks, including Australia, South Korea, Iraq, and the United Kingdom.
A common mistake is answering Hawaii, which is both the state’s name and the name of its largest island. The precise answer to the filming question is Oahu; the show was filmed in the state of Hawaii, but primarily on that particular island.