Thanks to Flyer for the heads up.
We're assuming the Lost finale was not shot chronologically. Can you tell us what to look for on Sunday so we can know when we're watching what the actual last scene shot was?
I can tell you there was some discussion about what would be the last shot, and I decided that I wanted the last shot to involve Terry O'Quinn and Matthew Fox. And it was not an entirely popular choice on the production end because it meant keeping the actors a little longer and not getting them off of the clock. Blah blah bah. I insisted the last shot of our series was not going to be something arbitrary. In fact, we did three takes of it. And it involved a crane. It was a shot in the picture and it involved a crane with the two of them. We rehearsed it and we did take one and I said, "Well, that was wonderful guys, but I'm not ready to let go yet." So we did it again and I said, "That was also wonderful, but I can't say it yet." And then, on the third take, I said, "Well, I guess I have to say it now — that's a wrap." And that was our last shot, at 5:30 in the morning as the sun was coming up.
Source: Full Interview and Vulture Blog