The Lost Experience

This is the Lostpedia definition of the Lost Experience.

The Lost Experience (TLE) was an alternate reality game (ARG) designed by the writers and producers of Lost to engage fans and expand the storyline. It was the first Lost ARG, although it was preceded by ABC marketing department's viral marketing website oceanic-air.com. The Lost Exprience began in May 2006 during the broadcast of the last few episodes of Season 2 in the United States and the UK (and mid-season in Australia), and ran through the hiatus until just before the start of Season 3. It was followed in 2008 by a smaller-scale ARG called Find 815, between the end of Season 3 and the beginning of Season 4.

Here is a video that explains the concept.