“Did you catch the last episode of Lost?”

You are in the break room at work and chatting with a coworker. You have spoken with this person before about how you both like the TV show Lost. You want to discuss what happened on the most recent show. You ask her:

Did you catch the last episode of Lost?

catch (a TV show)

This is a casual way of describing watching a TV show. Saying "watch (a show)" sounds neutral, but "catch (a show)" sounds as if the person wanted to watch it.

the last (something)

Notice that "the last" has two meanings. The first meaning is "the last of all":

Tomorrow is the last day of our vacation.

The other meaning is "the most recent":

When was the last time you called your sister?

an episode of (a TV show)

The word "TV show" can be confusing, because it can mean the entire continuing series, or just one 1-hour or 30-minute part of the series. The word "episode" is a more specific way to refer to and count the individual parts of a show. Here are some other specific words for TV shows:

• a season is one group of episodes that are shown in order around the same time. There's usually one season per year.
• a series is the entire show, from beginning to end. However, in Britain the word "series" is used to mean what we call a "season" in America.
• the premiere of a show is the first episode. Each series has a series premiere and each season has a season premiere.
• the finale is the last episode. Just like "premiere", there is a season finale, which is the last episode of a season. The series finale is the last episode of a TV show before it goes off the air.