Lostpedia was a go to for me and my friends while we watched Lost. If you aren't a fan or don't know what Lostpedia is check it out.
There are so many different links to articles, websites, chat rooms, discussion boards, etc. that the viewer can engage with. I find that many of the conspiracy shows do well with fan sites because there are many things to discuss that can be uncovered throughout the show. This all creates a lot of dialogue between fans and builds up a solid community and following for the show.
The Event has just started this season...with a plane crash (I wonder where they got that from) and me and my Lost crew are going to see if we can survive one more plan crash. Hopefully this show won't go up in flames.
Here is a link the The Event's wiki-page if you are interested in the show.