Last month a novel called Bad Twin knocked The Da Vinci Code off the top of Amazon's bestseller list. Amazon's author information gives us a clue why that might be the case:
"Bad Twin is the highly-anticipated new novel by acclaimed mystery writer Gary Troup. Bad Twin was delivered to Hyperion just days before Troup boarded Oceanic Flight 815, which was lost in flight from Sydney, Australia to Los Angeles in September 2004. He remains missing and is presumed dead."
In Lost series two the manuscript was found in the wreckage by Hurley and then passed to Sawyer. Gary Troup is an anagram of purgatory and the book was ghostwritten by the novelist and essayist Laurence Shames.
There are more straightforward Lost novels though featuring new characters and original adventures that cross with the characters and events from the show. The first is Endangered Species by Cathy Hapka.
On the non-fiction front you could try The "Lost" Chronicles featuring the usual mix of cast interviews and behind the scenes info, but with the added bonus of an hour long outtakes DVD.
Unlocking the Meaning of Lost is an unauthorised guide focussing on the show's themes, including Second Chances, The Nature of Faith, Facing Fear and Loss, and Finding One's True Path.
Finally there's the snappily-titled Getting Lost: Survival, Baggage and Starting Over in J. J. Abrams' Lost, a collection of essays (edited by science fiction writer Orson Scott Card) and including an essay by Trashionista fave Lani Diane Rich.