It's a subtle difference. The second one suggests that you need less help than the first one. If you were drowning, you might shout "Somebody help me!". If you got tangled up with packing tape trying to wrap a parcel, you might say to your colleagues "Somebody help me out!".
No, it's not a big issue. It's perfectly ok to use either.
In the Lost episode, I suppose he may have been asking for someone to help him to get out of something/somewhere. In any case, it's not obligatory to use one rather than the other - only that the second implies a lower level of help is needed.