"the following video is a scene from season 2 in which Locke discovers a map of all the dharma stations and their relative locations"
The Dharma Initiative set up many stations around the island, each for a unique purpose. Even after the dharma initiative ended many of the islands inhabitants still used the stations for different projects. This page will list the various stations and their purposes
*WARNING - THE FOLLOWING INFORMATION MAY CONTAIN SPOILERS IF YOU ARE NOT CAUGHT UP IN THE SHOW.
The Swan - The purpose of the swan was to study the electromagnetic variations at different parts of the island, after an incident occurred however the new purpose of it was to have the inhabitants push a button every 108 minutes to release a build up of energy otherwise something terrible would happen (it was never specified on the show specifically what that would be). It was the first hatch that the castaways found, with Desmund inside. They took over pushing the button after Desmund stopped doing it but many were skeptical over whether or not anything would happen. Eventually they didn't push the button and the hatch imploded when Desmund turned a fail safe key stopping the catastrophe.
The Pearl - The purpose of the pearl was to monitor all of the other active stations and report on what they were doing. This led the Losties to believe that their station the Swan was actually a psychology experiment when it turned out it was really the pearl that was an experiment.
The Flame - The purpose of the flame is to monitor the outside world and to keep track of what is going on outside the island. It is also the only source of communication to the main land besides a radio tower nearby.
The Looking Glass - The purpose of the Looking glass is to direct the submarine in and out of the island. The submarine is the only transport in and out of the island so the looking glass is located underwater. Until Season 3 Ben had said that the looking glass had been destroyed when in reality he was using it to block all signals to and from the island so that no one would be able to leave or arrive.
The Orchid - The purpose of the Orchid is to move the island when it is in risk of becoming discovered. The Island is so difficult to find due to the fact that it is a few degrees off of where it should be on the globe. It is not stated whether the strange properties of the island are caused by this or if the shift is due to the already existing strange properties. When the island is in risk of becoming discovered someone must go to the orchid and move the island with a giant wheel, but the person who moves the island is transported to an exit point outside of Iraq and is therefore not able to return.
The Hydra - The purpose of the Hydra is to study all of the strange wildlife on the island and is some cases to train them to perform different tasks. The Hydra is actually not located on the island but rather on a smaller island just off shore of the main one. Even though the animals are kept there polar bears are still found on the main island, it is theorized by the fans that the polar bears are being trained to turn the wheel at the orchid so that no one will have to leave the island when it is moved.
The Lighthouse - The purpose of the Lighthouse is to locate where the island is. For obvious reasons the lighthouse is located on the mainland, it tracks the movements of the island and is able to figure out where it is going to be and how one can travel there.