Flashes of illumination for its viewers are routinely undone the next moment by bewilderment.
This is a game Lost devotees are happy to play - albeit fewer of them lately than there used to be.
Four seasons in, the show demands even more of the viewer than it used to.
But those who have stuck around know that rewards richly outweigh the frustration.
And tomorrow's season finale might be the most rewarding, deliciously challenging episode in the history of this mystical ABC serial.
Spoiler alert: Read no further if you mean to watch it for yourself and want to preserve its surprises. There are many.
For instance, you get to see the man in the casket at the Los Angeles funeral home.
Though identified at the end of season three as Jeremy Bentham, he is shown to the audience at long last, lying in pasty-faced repose: none other than John Locke.
But how did Locke, who embraced life on the island, get to Los Angeles? And how did he die? Let the guessing begin.
Another mystery addressed: that recent crazy talk about "moving the island".
Darned if it doesn't happen! But not like moving a couch from one room to another.
This was moving from Now to Who-Knows-Where-Or-When.
Ben did it from deep within a chamber of the Dharma Initiative's Station 6, where experiments had previously been conducted in time travel.
Ben made the island disappear along with its occupants (including Locke, Sawyer and Juliet), while, aloft in their helicopter, Jack, Kate and several others watched in disbelief.
Yikes! Time, not just space, is now a way to separate and torment the characters - and amplify the Lost narrative.
From the start four seasons ago, Lost roamed freely from the island where its characters were stranded.
The series interspersed the present-day island storylines with scenes that showed its characters prior to their fateful flight on Oceanic Airlines flight 815.
But in the final moments last season, Lost added another dimension to the saga: propelling the action into the future, to offer glimpses of how certain characters readjust to the "normal" world.
The flash-forwards have given an intriguing new perspective on the characters who got out.
But their post-rescue lives are also shedding light on what took place on the island - and serve as a reminder to the audience that, even for those characters who came home, there's no escaping.
Not yet, anyway.
The finale makes clear how, for the safety of the "Oceanic Six" as well as any comrades left behind, everything that happened on the island must stay secret.
"We're gonna have to lie," says Jack.
"Lie about what?" Sayid asks.
"All of it," Jack answers.
"Every moment since we crashed on the island."
"Jack, we can't pull it off," argues Kate.
But, however difficult, they apparently don't have any choice.
Dangers from the island have followed them. (Why are people stalking Hurley at his LA mental ward?)Meanwhile, the island is a powder keg of unfinished business, at least for one haunted survivor.
Jack remains obsessed by the notion that he was the cause of some disaster there, and that he must go back and, somehow, make things right.
This could be tough, and not just because the island might be awfully hard to find.
The season's bitterly funny punch line comes courtesy of Ben, who somehow pops up in the funeral home to deliver a message to Jack.
"The island won't let you come alone," Ben tells him.
"All of you have to go back."
And that includes the deceased John Locke.
Brilliantly, tantalisingly, the Lost finale hints at the season to come, where time travel likely will be part of the mix.
Yet another element of intrigue is looming when season five arrives next year.
If only time travel could make it come quicker.
The finale of Lost screens tonight at 8.30pm on TV2.
