Ha, prepositions are a mess, I think you know.
I've never understood if you hear a song "in" a commercial or "on" a commercial. Or a song "in" an episode of Lost or "on" an episode of Lost. Did you see a certain actor "on" Lost or "in" Lost? And so on...
I think many people tend to use "on" for everything is on TV, and "in" for everything is in a movie. Lost is not a movie, so maybe "on" is better. This is just the way I'm using prepositions now, but as I told you, I've never really undertood if there is a rule or a common way to use those prepositions...