lost Mobisode 13 - So It Begins 

this proves that christian shepard is not dead, maybe a spirit that was woken by the crash or maybe hes been resurected by the island and he now may rule all.

He could be a hallucination, or some kind of spirit guide... I still think he's dead, but you never know, he's the only person who can tell Jack and Claire they are Brother and Sister, so he is needed later on, but we'll probably have to wait a year or two for an answer....