Found this on DarkUFO.
I'm a Lost fan currently living on Maui, and yesterday, Wednesday, my girlfriend and I were visiting her uncle on Oahu. We were driving around, looking for past Lost filming locations, and happened upon where they were currently filming.
So I'm sure you already know this, and it isn't particularly helpful, but on Wednesday, from at least 10am till noon, there was filming at Dillingham Lodge. Or should I say, all the traffic was going in and out of the Dillingham estate through the entrance/exit with the "Lodge" sign overhead. We drove by it a couple of times, and once stopped to ask the big security dude what was going on. He said that they were filming Lost there, but that of course we couldn't go on the property.
And while certainly not any new news, we heard from a YMCA Camp Erdman staffer that last week they had filmed there. He told us an interesting story of how the production crew built a new barracks/house just so they could blow it up. He said the first explosion wasn't big enough, so they did it over again, finally getting the explosion they wanted. One part of the camp certainly had the ashes all over the ground to prove it!