Continuity mistake: Malcolm Wiggins stabs Alfred Fellig in the back three times, including once in the middle of his back to the right of his spine. However, when Scully is examining Fellig's back later in the episode, he has at least six stab wounds, and all of them are around his shoulder blades.
Visible crew/equipment: When Mulder is driving away from the gas station, crew members as well as some filming equipment can be seen reflected in the car's body. Mulder is in a pretty desolate area, so seeing people reflected in the car's body would in all likelihood be crew members and not random citizens.
Revealing mistake: When Mulder - whilst trapped in the body of Morris Fletcher - is doing various poses in front of the mirror, several of his movements and the corresponding movements from the realized reflection of Morris Fletcher are slightly out of sync with each other.
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Plot hole: Eddie's ability to shape-shift is attributed to every muscle in his body being striated. While that's a reasonable explanation as to how he can change his face, it doesn't explain how he is able to change his hair. He has short hair and is balding, but when he mimics Mulder, he is able to match Mulder's longer and thicker full head of hair.
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Continuity mistake: Just as Mulder and Scully are entering the interrogation room to question Lauren for the second time, Mulder is holding a thin stack of paper, folded in half in his right hand. In one shot, these are folded horizontally. In the immediate next shot, they are now folded vertically.
Continuity mistake: Clyde Bruckman commits suicide by placing a plastic bag over his head until he asphyxiates. However, when Mulder and Scully first discover him you can see in the shot just before Scully holds his hands that there is no plastic bag around his head (may only be visible in widescreen format).
Visible crew/equipment: As the camera flies over the train, in the upper right corner of the screen there is some equipment and umbrella visible that are not likely to just be in the middle of nowhere - probably filming equipment. In the next shot they are gone.
Other mistake: It seems that the first round fired by the hit squad destroys the camera or its power supply unit, because the satellite transmission is interrupted exactly at the moment the squad enters the train car. However, the members of the squad firstly shoot in the glass and then at the doctors.