The marketing division for ABC (I'm not sure what their place in line will be when the revolution comes.) is putting references to 'Lost' in a variety of Marvel comic books this month.
It doesn't sound like it's anything you HAVE to get in order to keep up with the show, however. There will be a copy of the Season 4 poster, a strategically placed numeral "6" (which can be seen in the water's reflection on the Season 4 poster), and the slogan "Find Yourself". It's more like product placement advertising rather than true synergy.
I was a big comic book geek once upon a time and I can tell you this doesn't spark any compunction to rush out and get copies.
The show starts in about a week. I can wait it out.