Hurley plays chess with Eko, Sayid takes him somewhere safe

Sayid comes to Hurley's room at Santa Rosa after killing the man out front of the facility. When he arrives at Hurley's room, he finds Hurley playing chess with an empty chair. Sayid tells Hurley that Jeremy Bentham is dead and when Hurley starts to say his real name, Sayid stops him. Sayid implies that the claim that Bentham committed suicide is untrue. When Hurley asks if they're going back (to the island), Sayid says no, just somewhere safe. Hurley agrees to go and as they're leaving he moves a chess piece and says "check mate Mr. Eko."

So Hurley has regular conversations with Charlie and is playing chess with Mr. Eko. What other dead characters does Hurley interact with?