Season 5, 'Unusual Suspects'. Apparently, the first X-Files movie was being filmed, so this is a 'Lone Gunmen' themed episode explaining their origins, with Gillian Anderson not in this episode, and David Duchovny having very limited screen time.
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An interesting conjecture read at Wikipedia explains the 'Tommy Westphal Universe', where Munch and those he's interacted with are all part of the autistic boy's imagination seen in the final episode of 'St. Elsewhere'.