I just noticed we haven't got any thread for the music of Lost. I think we should have this.
Here is a list of music that was used from the last two Seasons.
Season 1
Episode 1 - Pilot
= Driveshaft-
You All Everybody (Acapella)
Charlie sings the song “You All Everybody”
Episode 3 - Tabula Rasa
= Joe Purdy -
Wash Away
The song "Wash Away" is playing in the closing scenes
= Patsy Cline -
Leavin On Your Mind
Song playing on radio when Kate is in farmer's truck
Episode 5 - White Rabbit
= The Beatles -
Strawberry Fields Forever
Living is Easy with Eyes Closed is tattooed on Charlie's arm
Episode 6 - House of the Rising Sun
= Willie Nelson -
Are You Sure
Hurley plays this song on his CD player
Episode 7 - The Moth
= Driveshaft -
You All Everybody (Live)
Driveshaft performs "You All Everybody" live and in concert
Episode 8 - Confidence Man
= The Blind Boys of Alabama -
I Shall Not Walk Alone
The song "I Shall Not Walk Alone" was played in the closing scenes
Episode 10 - Raised by Another
= Perry Como -
Catch A Falling Star
Claire's father used to sing this song to her
Episode 12 - Whatever the Case May Be
= Charles Trenet -
La Mer
The lyrics to "La Mer" are written on Rousseau's maps
Episode 15 - Homecoming
= Driveshaft -
You All Everybody (Studio)
Driveshaft's "You All Everybody" is playing on the Jukebox
Episode 17 - ...In Translation
= Damien Rice -
Delicate
Hurley has Damien Rice's "Delicate" playing on his CD player
Episode 20 - Do No Harm
= Larry Clinton -
Heart and Soul
Jack and Sarah play "Heart and Soul" on the piano
Episode 21 - The Greater Good
= Charlie Pace -
Itsy Bitsy Spider
Charlie sings the "Itsy Bitsy Spider" song to the baby 
= James Brown -
I Got You (I Feel Good)
Hurley sings the song "I Got You" to the baby
Episode 22 - Born to Run
= Charlie Pace -
Monster Eats the Pilot
Song performed when Claire cuts Charlie's hair
Episode 24 - Exodus (Part 2)
= Bob Marley -
Redemption Song
Sawyer sings some of the lyrics to "Redemption Song"
Season 2
Episode 1 - Man of Science, Man of Faith
= Mama Cass Elliot -
Make Your Own Kind Of Music
Song playing when Desmond starts his day in the Swan bunker
Episode 4 - Everybody Hates Hugo
= Driveshaft -
You All Everybody (Parody)
Hurley and Johnny make fun of Driveshaft’s “You All Everybody”
= Billy Joel -
Easy Money
Song playing on the radio in Johnny's van
= Slim Smith -
My Conversation
Song playing during Hurley’s bunker pig-out dream
= The Drifters -
Up On The Roof
Song playing when Hurley and Rose take inventory
Episode 6 - Abandoned
= Dave Mathews Band -
Stay
Song playing in Shannon’s apartment when Nora visits
Episode 8 - Collision
= Staind -
Outside
Song that is playing in the bar where Ana-Lucia lies in wait for Jason
Episode 9 - What Kate Did
= Patsy Cline -
Walking After Midnight
Kate plays a record of this song in the bunker
= Davis Skeeter -
The End Of The World
Song playing in the diner where Diane works
Episode 10 - 23rd Psalm
= The Kinks -
He's Evil
Charlie sings this song while he's fishing
Episode 11 - Hunting Party
= Pousette-Dart Band -
Fall on Me
Hurley and Charlie listen to this song in the bunker
Episode 12 - Fire and Water
= The Kinks -
He's Evil
Song playing in Charlie’s apartment when he comes home
= Driveshaft -
You All Every Butties
Driveshaft performs their hit for a Butties commercial
= Perry Como -
Papa Loves Mambo
Song playing when Hurley and Libby do their laundry
= Charlie Pace -
Two Brothers
Charlie composes and plays music on the piano with Liam
= Charlie Pace -
Save Us
Charlie plays his first song on his new piano
Episode 13 - The Long Con
= The Glenn Miller Orchestra -
Moonlight Serenade
Song is heard on the radio frequency Sayid and Hurley pick up
= The Duke Ellington Orchestra -
Just A-Settin' and A-Rockin
L
ast note is heard on the radio frequency Sayid and Hurley pick up
= Harry Nilsson -
Coconut
Sayid is cracking coconuts and Hurley references this song
Episode 15 - Maternity Leave
= Perry Como -
Catch A Falling Star
Song playing on the baby crib mobile
Episode 16 - The Whole Truth
= The Seeds -
Pushin’ Too Hard
Jack and Locke are listening to this song in the bunker
Episode 17 - Lockdown
= Les McCann -
Compared to What
Song playing while Locke exercises in the bunker
= George Jones -
I'll Share My World With You
Song playing in Locke and Helen’s house
Episode 19 - SOS
= Otis Redding -
These Arms of Mine
Song playing in Rose's car and in the Swan bunker
= Roger Edens -
The Right Girl for Me
Violinists play this song when Bernard proposes
Episode 20 - Two for the Road
= Patsy Cline -
Walking After Midnight
Song playing on the radio in Christian’s and Ana-Lucia’s car
= Peter Gabriel -
In Your Eyes
Hurley mentions this song in the movie Say Anything
= Kasey Chambers -
Hard Way
Song playing when Christian turns on the car radio
Episode 23 - Live Together, Die Alone (Part 1)
= Wolfgang Mozart -
Voi Che Sapete
Song playing on Desmond’s sailboat when he returns
Episode 24 - Live Together, Die Alone (part 2)
= B. B. King -
Chains and Things
Song playing when Desmond and Kelvin force the lockdown
Source: The LostHatch
If I had missed out on some songs, please let me know.