The BEST episodes written by David Duchovny
#1 - The Unnatural
The X-Files - Season 6 - Episode 19
Mulder meets with Agent Arthur Dales' brother (also named Arthur) and is told a tale of a talented negro baseball player from Roswell, New Mexico in the 1940's who may have been an alien that ran away from his colony because of his love for the game.
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#2 - The Sixth Extinction II: Amor Fati (3)
The X-Files - Season 7 - Episode 2
Scully frantically searches for a way to help her ailing partner without having anyone to turn to for help. A catatonic Mulder's dreams lead him away from his mission and the X-Files to a place which he believes is a better life.
#3 - Hollywood A.D.
The X-Files - Season 7 - Episode 19
Mulder and Scully watch a movie with themselves as characters and are thoroughly disgusted at how they and their case are portrayed on the big screen. They recount how 18 months earlier they were followed around by a Hollywood producer while investigating a case concerning The Lazarus Bowl—a mythical piece of pottery reputed to have inscribed on it the words that Jesus Christ spoke when he raised Lazarus from the dead.