Corrected entry: The X Files office is in the basement of the F.B.I. headquarters. There are no offices in the basement of the J. Edgar Hoover F.B.I. building in actuality.
The X-Files (1993)
1 corrected entry in show generally
Starring: Robert Patrick, David Duchovny, Annabeth Gish, Gillian Anderson, Mitch Pileggi
Visible crew/equipment: When Mulder and Scully enter the abandoned mine through a doorway, the viewer can see at right in the distance a number of people sitting on a wall, and one crouching in front of the wall with what looks like a dog. They are sitting still, but there is still movement there. (00:16:00)
Deep Throat - S1-E2
Mulder: They're here, aren't they?
Deep Throat: Mr Mulder, they've been here for a long, long time. (00:49:58)
Trivia: The initial footage of the episode was taken from the movie Airport 1975 (a Columbia Airlines jumbo jet). (00:00:01)
Question: In a vast majority of the episodes, whenever Mulder and Scully investigate some mysterious or paranormal phenomenon, Mulder believes that some unknown force is responsible but Scully always has a rational explanation for what is happening. In other episodes, when Scully herself is caught up in something mysterious, she is the believer but Mulder is the skeptic. In those episodes, why would Mulder be skeptical about an unexplained phenomenon considering that he a was witness to his own sisters abduction and he saw many strange things that defied explanation while working for the F.B.I.?
Answer: A variety of reasons. Just because Scully saw something unusual does not mean that it was. Mulder always needs concrete proof before he'll believe there's some otherworldly explanation for unexplained phenomena. He's too experienced to take a novice's explanation as fact. It is also a plot by device by the writers to switch the tables on the characters to make it more interesting and to let viewers see another side of their relationship.
Correction: This is an in-joke. The X Files are files that cannot be explained, and technically, people believe that the phenomena contained therin 'doesn't exist' - So it would make sense for the X Files office to be in a place that doesn't exist also.