The Lone Gunmen S01E13 - All About Yves

The Lone Gunmen team up with "Man in Black" Morris Fletcher to find Yves when she is suspected of being a member of Romeo-61, a secret government organization responsible for decades of major incidents.

Due to this being the series finale and ending on a cliffhanger, the episode's story and the series as a whole were wrapped up in the events of "Jump the Shark", episode 15 of season 9 of The X-Files.