Other mistake: Being chased by Tooms underneath the escalator, Mulder climbs out of the manhole in front of the escalator, and hits the switch to activate the escalator. Tooms is then being dragged away from the manhole, but the direction of movement of the escalator below the floor would actually have dragged him towards the manhole where Mulder and Scully are.
Continuity mistake: Just before Skinner shoots Alex Krycek in the head, Alex is lying weakly on the ground, having already been shot twice. However, as Skinner makes the kill shot, Alex is suddenly standing and falls to the ground upon impact of the bullet, with no time (or strength) for him to have risen. Also, the last shot of the dead Alex shows his face and his nostrils flare from breathing.
Plot hole: The subject of the stakeout - the religious man dressed as a female prostitute to 'put the other prostitutes at ease' before trying to 'save' them - is shown when Scully is on the phone telling Mulder about it; the man has a very masculine face, a hairy stomach and is in no way convincing. It's extremely unlikely that such an obvious cross-dressed male would fool such a large amount of people.
Continuity mistake: When Mulder sits at the computer terminal in the census records room, we see two empty boxes on the screen, one for an ID and one for a password. The shot cuts to Mulder, then back to the screen and shows him typing the password, while the ID has already been typed in; it is very long and there wasn't time in between shots or nearly enough clicks of keys for Mulder to have entered that ID.
Continuity mistake: After Rob returns to his apartment after throwing out the trash bag with the bloody shirt inside, his mouth starts bleeding and he goes to the bathroom. He removes his false teeth and a few of his real teeth start falling out; he has a small smear of blood on his bottom lip when the camera is looking at him but his mouth is clean when the shot changes to his reflection in the mirror, with no time in between for him to wipe it.