"Duane Barry" (episode #29) features Mulder in a speedo at a swimming pool. I'm sure it doesn't begin the episode, though, since X-Files episodes usually begin with a "teaser" of a different kind that often doesn't involve the agents at all.
I've also got a season/episode relate question. IIRC there was a running gag that Mulder never fired his gun, and that when he tried it was always knocked out of his hands or somebody else fired instead.
Now, when did this gag end? I have a feeling it was quite a while before Mulder fired a shot, but was wondering when it happened?
Which episode is it where they come across something spooky and Fox has some far-fetched supernatural idea but Scully thinks there is a more reasonable explanation?
Cockroach episode. I love that one! I sold my season sets (I only had the first three) cause i was sick of X-files but Id love to find that episode again (maybe it was on one of the last VHS sets.)
I believe the title is "War of the Coprophages," from Season 3, written by Darin Morgan (who won an Emmy for his writing on Season 3's "Clyde Bruckman's Final Repose.")