Pilot - Part 1 - Boone offers Shannon a chocolate bar, which she refuses to eat claiming that she'll eat on the rescue boat. This chocolate bar appears to be an Apollo Bar.
Adrift - After being locked in the pantry by Locke and Desmond, Kate discovers the entire pantry is full of food. Kate notices a tin labeled "Candy" and a surplus of Apollo Bars inside. Kate takes one of the bars and eats a bit of it, and then places several more in the back of her pants before she makes her escape.
Everybody Hates Hugo - When Hurley and Rose are inventorying the food and other supplies found in the hatch, Hurley reads the wrapper and comments "Apollo bars. Ever hear of these?", to which Rose replies that she hasn't. Rose then states that "Candy is Candy" at least that's what her husband Bernard always said, and then adds that he has a mouth full of sweet teeth. That night Hurley passes out food from the pantry to the group and Rose keeps one of the Apollo Bars to later present to Bernard.
The Whole Truth - While walking through the jungle eating an Apollo Bar, Hurley is caught by Sun. Hurley plays it off as though he had found the bar in the middle of the jungle, and said that it wasn't melted or anything. He offers to split it with Sun, but Sun politely refuses.
S.O.S. - While trying to recall what the map on the blast door looks like so that he can draw it, Locke ignores the countdown alarm. While doing so, an Apollo bar sits on the desk in front of him.