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.
Plot hole: The guy who was standing at the back of the train car was somehow able to move to the front of it. This was impossible because the train car was sealed and no unauthorized person could enter it. (00:00:50)
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)
Answer: As he stated many times throughout the series, Mulder needed Scully to be sober and skeptical. Whenever Scully's skepticism wavered and she started questioning her own rationality, Mulder would try to restore her sense of skepticism, because he needed her to be clear-thinking.
Charles Austin Miller