The Lost DVDs start out with an 8:15 recap of the first three seasons. The background was presented with whimsey, but I didn't remember a goodly chunk of what they thought important, and the plot twists were just so incredibly stupid. I almost didn't bother with Season 4. But I did, and I'm glad, sort of.
In Season 4, Lost plays with a new toy: Flash forwards. You find out the fate of some of the survivors, and you find out a little of the fate of their fate. The story arc of the show is completely meaningless, and the only fun is watching the puzzle unfold. Lost is developing a visual vocabulary to add to tv's lexicon. They are very good at it. I just wish they had a story to tell.
Digression: After four seasons (not five, so no spoilers in comments, please), I have a theory about what's happening: They're all dead. Or at least, all wired up in some sort of Matrix/Dollhouse like machine and everything's happening in their mind. That would explain Locke's being able to walk, the problem with giving birth (an imprint is easy; developing a new person is hard), why they want to steal the children, how the time sequence can get messed up, etc.
I was hovering between three and four stars (out of Netflix' five). The Season 4 set comes with two Bonus DVDs. Somewhat to my surprise, both are pretty good and I rounded up to four. The first Bonus comes with some Easter Eggs, and does their usual good job of providing background for the show. Virtually every shot was filmed in Hawaii, and they take you through the locations. The second Bonus has some fun stuff, including an investigation into the story told by The Oceanic 6 ("Where did they get a change of clothes?").
So sit back and enjoy the ride. Lost will never go anywhere, but it's very pretty. I'll wait for the Season 5 DVDs and scrupulously ignore the broadcast show.