Here is listing I found on a toy web site -- it lists all series 1 figures and the props that come with them:
McFarlane Toys introduces a series of action figures based on the hugely popular television drama, Lost.
Slated to be in stores late fall, McFarlane Toys’ Lost Series 1 captures six compelling characters from the series’ first season: Jack, Kate, Hurley, Locke, Charlie and Shannon. Each 6-inch Lost action figure will come complete with a detailed base and photographic backdrop, capturing an episode-specific moment in the character’s story. In addition, each package will include a detailed prop reproduction, central to the character’s story, enabling fans to “own” a piece of the show’s mythology. Voice chip technology is included to bring the figures to life with your favorite character quotes. McFarlane Toys has acquired digital scans of the actor's facial likenesses, in order to make the figures as realistic as possible. These are more than action figures, as they come pre-displayed in episode specific scenes, like statue dioramas, with backdrops and voice chips.
Set includes:
1. JACK (image coming soon)
PROP: Kate's mugshot
SOUND:
-"If we can't live together, we're going to die alone."
-"Everybody wants me to be a leader, until I make a decision that they don't like."
-"There's something that you need to know... We're going to have a Locke problem, and I have to know that you've got my back."
2. KATE (image coming soon)
PROP: Toy airplane
SOUND:
-"Jack." (thunderclap and rain)
-Frightened; "One... Two... Three... Four... Five..."
-"If you're thinking about going for the cockpit, I'm going with you."
-"I only made-out with him, because torturing him didn't work."
3. CHARLIE (actual figure is pictured above)
PROP: Driveshaft ring
SOUND:
-Singing; "You all everybody... You all everybody..."
-"Guys... where are we?"
-"You don't know me. I'm a bloody Rock God."
4. LOCKE (image coming soon)
PROP: Walkabout brochure
SOUND:
-"I've looked into the eye of this island, and what I saw... was beautiful."
-"Don't ever tell me what I can't do. Ever."
-”Do you want to know a secret?"
5. SHANNON (image coming soon)
PROP: Island Map
SOUND:
-"What's a four-letter word for 'I don't care'?"
-"The plane had a black box, idiot... I'll eat on the rescue boat."
-"You want my information? Name: Shannon Rutherford. Age: 20. Address: Craphole Island."
6. HURLEY (image coming soon)
PROP: Lottery ticket
SOUND:
-"Dude... I'm starving... I'm nowhere near that hungry."
-"You got some... Arzt... on you."
-"Stop. Wait. The numbers are bad."
-"Welcome, to the first... and hopefully last... Island Open."
individually packaged in clam shell style packaging, by McFarlane Toys, 2006.