Mark Snow. The theme. Because whistling is always scary.
The wonderful melancholy underlining the score at the end of Season 1's "Conduit", conveying the despair Mulder feels at being unable to discover what happened to his sister.
The music that plays during ghostly children scenes in "Closure" is Moby's "My Weakness", off his album Play. At the time of filming, Play was on its way to becoming a hit, mainly because Moby gave lots of shows carte blanche in using the tracks for anything (trailers for episodes of Party of Five, incidental music for Buffy, car ads, etc.).
Soul Coughing's "Unmarked Helicopters", which shows up in "Max", is Source Music emanating from the title character's stereo as Mulder searches his empty trailer. Aside from being a cool-sounding song, it suits Max's jittery, Properly Paranoid state of mind before his disappearance. A cool touch is that the eerie high-pitched chirping sounds in the intro and a few other sections of the song are actually samples of Mark Snow's theme for the show, just sped up and run through enough reverb and echo to be nearly unrecognizable.
Cher as a favourite singer of the Monster of the Week in "Post-Modern Prometheus" was not a bad choice at all. It feels like going to a fair or disco in The '80s or The '90s. What's not to love?
"Paper Hearts" has great music, somewhat light at times and with dark passages. Indeed very touching.
"Sein Und Zeit" has a quick piano tune accompanying the final chase scene, which highlights the urgency in getting a step closer to Samantha's fate.
'Scully's Theme', the backing music used in season 8 during scenes where Scully is thinking about Mulder's abduction, is hauntingly beautiful.
The first movie has an absolutely epic score. Mark Snow's expanding on the theme and the varying main titles sound divine.
There were two excellent CDs, Songs in the Key of X and the soundtrack of the film. While neither feature much music that was actually heard in the source material note Songs In The Key Of X has five songs that were heard in series, including the full version of Mark Snow's title theme, while the film soundtrack has one song actually heard in the movie itself and two that were only played over the end credits, both albums mainly feature exclusive songs that were specifically produced to fit the overall feel of the show.
The music from the Season 4 episode "Synchrony", partly because it sounds a little more "sci-fi" than most episodes. Appropriate considering the subject matter.
"Wonderful! Wonderful!" by Johnny Mathis really ramps up the creepiness of "Home," though on its own it's an upbeat love song. (It was actually sung in the episode by Kenny James, as Mathis felt the episode was too graphic.)
"Downtown" by Petula Clark is used in "Home Again" as the Band-Aid Nose Man stalks one of his victims through her house to much the same effect.
As divisive as the episode was, most people agree the usage of Tom Waits' "Misery is the River of the World" during the dark turn in Mulder's Mushroom Samba was very effective.
Davy's attempt to get a final revenge on Skinner in "Kitten" gets some effectively off-kilter scoring from John Cale's "Fear Is a Man's Best Friend".
. Because whistling is always scary.