Plot hole: When Mulder and Scully are going to the town/city where the disappearances took place Scully says they should stop so she can walk the dog. Mulder says OK because he has to ask for directions yet the next scene we see is Mulder and Scully interviewing Dr. Faraday. How did they find him if they didn't know where they were?. And after that we see them at a store where they do ask for directions. (00:08:30)
Plot hole: Mulder is pulled from the escape hole previously dug by the hybrid aliens to escape the train car. When they pull him out they show alien bodies remaining in the hole. Mulder never revisits the train car despite knowing there's a high probability of finding hard evidence, in this case some actual bodies. There's no way Mulder would just assume there's no evidence remaining there and not go have a look for himself. Same goes for Cancerman who thought he had destroyed the evidence.