Continuity mistake: After the meeting with Dr. Davey, we cut to Mulder sitting in the train station trying to figure out what Dr. Banton was doing in the video. We see an overhead shot of the station, which shows a column in the far distance. Watch carefully: the shot never loses sight of the column, and you can see random passersby walk towards the column, but NO Scully. As the camera moves downwards to focus on Mulder in the foreground, Scully suddenly appears from behind the column, as if she had been walking towards it all this while. Obviously, she had been standing behind the column until her cue to come out.
Continuity mistake: When we see Dana Scully after being abducted she has an instrument in the middle of her stomach, inflating it. When we see it in the first shot there is nothing but the instrument, then in the next shot there are gauze pads taped down all around it.
Continuity mistake: When Mulder is talking to Dana's mom about finding her cross (necklace) in the trunk, Scully's mom says that she gave it to her on her 15th birthday, but in Season 5 in Christmas Carol, Scully has a flashback to receiving it at Christmas.