Factual error: Lewis Brady had a "Felon wanted by the FBI" file in 1929, but the FBI wasn't called the FBI until 1935; until then it was just the "Bureau of Investigation." (00:34:30)
Audio problem: Fellig is confronted by the murderer and you can hear the sound of a switchblade knife opening. When the knife is shown in Fellig's back and later in the evidence bag, however, it is a butterfly knife and not a switchblade.
Continuity mistake: Malcolm Wiggins stabs Alfred Fellig in the back three times, including once in the middle of his back to the right of his spine. However, when Scully is examining Fellig's back later in the episode, he has at least six stab wounds, and all of them are around his shoulder blades. (00:13:30 - 00:18:00)
Answer: He was being facetious. He doesn't specifically know that information, he was merely giving examples of the types of information he has access to.
I think so too.
lionhead