The X-Files #1.17: E.B.E.
This was so far the highpoint of the Mythology episodes. As a standalone story, it was kind of blah. Mulder and Scully were after some truck, and follow it across the country to get it. Mulder believes it has some alien craft in it. It also had something to do with the Gulf War, but I’m not sure what exactly. Whatever. In the end, they find their way into some place and Mulder thinks he will finally see the E.B.E. (extraterrestrial biological entity).
The good part was that in their chase of the truck, all sorts of conspiratorial things happen. It is clearly the tip of the iceberg into the Government Conspiracy which overhangs all of The X-Files mythology. Deep Throat is there, giving Mulder both clues and lies to throw him off. The Lone Gunmen show up for the first time. Mulder is paranoid, rightly so, as he ransacks his apartment to find all sorts of bugs. Scully is skeptical but trusts Mulder. She gets apprehended just in time so Mulder has the encounter with the E.B.E. alone. (Sort of. It had died, and Deep Throat tells him he was too late.)
This story, though blah in it’s details, was tense and suspenseful and really interesting. Definitely a highlight of the season 1 so far.