"What Kate Did"
(Season 2, Episode 9)
Sure, it's fun and sexy that Kate is a bad-girl fugitive, but how did she get that way? Well, she killed her abusive stepfather by setting fire to his house while he slept off a bender, and bought her mother an insurance policy so she could benefit financially from his death. Kate's mother, however, turned her in to the authorities, setting off a chain reaction of run-ins with the law, the first of which she evades because of a black horse. When Kate starts seeing that same horse on the island, we begin to wonder how it got there. Bonus: This is also the episode where Shannon is buried and Michael responds to a text message of sorts from the kidnapped Walt while working in the Hatch.