Mulder and Scully (and later Doggett and Reyes) faced a terrifyingly varied number of threats during their careers, most of which made the "Some Aliens and Secrets and Stuff" bits seem pretty tame, even if the agents' interest in boring extraterrestrials never faltered. Usually the higher the concept, the more frightening the implication. This is never more true than the weird shut-in from the penultimate episode of the series, who recreated an alternate universe based on the Brady Bunch using just his mind. Ugh, Season Nine. So Oliver Martin (Ben Linus from Lost!) had the superpower of being so damaged as a child that he turned an entire sitcom into reality.
And not just that, but he was also fond of rocketing people through the roof of his literal fantasy home. Again, using only his mind. Almost every episode of the X-Files that saw the agents trying to deal with an alien invasion threatened to land Mulder and Scully dead or in jail if they so much as breathed a word about extraterrestrials. But a violently psychic man with telekinesis so powerful that he can remake reality? He just ends up in a home, and everyone washes their hands of the whole silly affair. Good lookin out, agents.
At multiple points in Mulder and Scully's career, they faced the horrors of technology gone wrong, including a number of times where they were menaced by fully formed artificial intelligence. The perils of AI are now the subject of endless think pieces, but Scully and Mulder were finding and destroying these technological marvels 20 years ago. More surprising is that none of these instances seemed to have anything to do with the staggeringly advanced technology brought to Earth by the aliens who have been visiting since we were cavemen.
The implication of this is that we may have been the first society in the universe to create true AI, which of course barely made the shadow government bat an eyelash. These constructs (especially the hilariously deadly VR being in the episode, First Person Shooter) seemed to be not only capable of rampant spread, and limitless intelligence, but even more frighteningly, they are something the entire alien conspiracy was never able to create. We're talking the ultimate technological menace to both us and the extraterrestrial enemies behind the scenes. However, once again, the plugs were pulled, a report was filed, and everyone went back to meeting in dark alleys for fun. Great job guys.
Like a few on this list, the "Fear Monster" comes from one of the comedy episodes of the series, but considering that the whole conceit of this episode is that the adventure is filmed in-universe by the COPS crew, why did no one blink when Mulder and Scully not only discovered an unstoppable, living embodiment of fear, but caught the whole thing on camera? Why did no one show up to even the confiscate the footage? Playing out an episode long riff on Fox's longest running reality competition, COPS, where real people try and escape a seemingly ever-present police state, X-Cops finds Muldy investigating a series of increasingly varied and bizarre murders over a single LA night. In the end the sun comes up and the killings stop, leading Mulder to hypothesize that the culprit was simply fear come to murderous life.
Now, even though in other episodes Mulder has been shown breaking the law and violating basic human rights simply to save a single life, his response to a seemingly primal being that killed a handful of innocents in a single night, is to just shrug his shoulders in the warm light of a sunrise, and wax poetic about how it will likely kill again elsewhere. C'est la vie. I guess when there are hidden papers and alien oils to think about. When a universal force comes to terrifying, unknowable life, he just didn't have the time to be bothered.
Mulder and Scully faced a lot of outlandish foes in their time, but most of them either had a fatal flaw or exploitable weakness - unlike the silliness they found in Je Souhaite. In this episode they follow the trail of ruin caused by the backfiring wishes of some hillbillies, who had stumbled upon a genie in a rug in a storage unit. An honest to god, Robin-Williams-in-Aladdin-genie, with the power to shape time and space to her will, based on the short sighted whims of the usual X-Files red shirts (Hi, Will Sasso!). The aliens that the agents spend most of their time chasing could, on their best day, engineer really crazy airplanes. This woman could have turned Mulder into an airplane. Or something even more ironic if she felt like it.
Of course after discovering this mystical creature of legend and proving beyond a doubt that she exists (Scully autopsies an invisible man!) the dynamic duo of misplaced priorities decide that the best course of action is to release this God-like being into the wild. Presumably assuming that a centuries-old being who has been under the thumb of humanity for 500 years will just give them a "good on ya" and go away. Of course the shadow government's response to this sort of insane malfeasance is non-existent. Keeping in mind that this is the same organization who has previously tried to kill Mulder and Scully just for reading the wrong files, one has to wonder if they are even paying attention.