Has Walt, as Miss Klugh asked Michael, "ever appeared in a place he wasn't supposed to be?"
Theory:
Well, he did show up dripping wet to Shannon. And to Locke at the edge of the skeleton pit. Until this minute, I believed it was Smokey in Walt form telling Locke to get out of the pit. But then I considered: he usually shows up as someone who has died... and Walt did not die. He was very much alive in NYC. So might this have really been Walt somehow astro-projecting or what-have-you to Locke?

When Locke, rendered mute, built his sweat lodge, he wrote to Charlie that he needed to "talk to the island." Inside, he sees a vision of Boone. Was Boone a hallucination, or was he representative of the island - either as Jacob or MIB?
Theory:
Locke was then tasked with saving Eko from the polar bear. Which seems like a such a pointless thing if you're only going to kill Eko the next episode. So I'm going with Smokey making Locke go get Eko for him so he could judge-and-squish him.

Why do pregnant women on the island die, and when did that start happening? If Juliet the world's greatest fertility researcher couldn't do anything about it, who can?
Theory:
We know Ethan was conceived and born on the island in 1977. He's the last one we know of who fits that description. Aaron was born there, but not conceived there. Ji Yeon was conceived there, but not born there (I still think this sets these two child characters up as somehow having something to do with one another somewhere in the story arc). My primary theory is that "the island" was displeased with Ben and the Others "cheating" when they moved into the Dharma barracks. Perhaps their problems with childbearing would have been solved if only they had moved back out to the wilderness.

How did Ben know the date would be about 10 months different in Tunisia than from the island after he turned the donkey wheel? Why is it so?
Theory:
Uhhhhhhhh...

Why can't Ben kill Widmore?
Theory:
We know there are rules that have to be respected, whether by agreement or design. Perhaps leaders of the Others are unable to kill each other.

If Desmond's vision - the one that convinced Charlie to sacrifice himself in the Looking Glass - involved "Claire and Aaron getting into a rescue helicopter," why didn't this happen? Theory: Was the picture changed when Desmond dives down to the station, too? Perhaps Desmond only saw a glimpse of a woman getting onto a helicopter with Aaron, and assumed this was Claire, when in actuality it was Kate? Or perhaps we just haven't seen this vision of Desmond's come to pass yet, but will at the end of this season when Claire and Aaron are reunited?

The cabin, based on the experiences of Locke and Hurley, appears to move around. How? Why?
Theory:
Ummm... anyone?

How is Miles able to commune with dead bodies? Where did this power come from? How is Hurley able to do the same but with ghosts?
Theory:
Both of these characters' abilities have been extremely important to push the plot forward, but it remains unclear where their abilities come from.

The Whispers - are they related to ghosts/spirits, Smokey, the Others, Jacob... who? Sometimes it seems like the Others are using them (like when Richard's group attacks Keamy's), other times it seems more like it has to do with the island or possibly spirits on it.
Theory:
I think they are mostly The Others communicating with each other. Ben once told Danielle that if she ever heard them, to turn around and go back.

How did the donkey wheel get there? Aliens? Is the island built on the remains of a crashed spaceship? What civilization or god might have put it there?
Theory:
They best take us back to the donkey wheel, otherwise it's just a big fat deus ex machina. I'm going with it being installed by "God" when he decided this would be the cork to keep Hell at bay. Never know when you might need to keep the location secret.