Mulder and Scully investigate the death of a child who was killed following after a balloon that floated onto some railway tracks — moving against the wind.
Adult Fear: Your child wandered off in a public place because he wandered off while you looked away for a while (going to the bathroom), even though you had tied him up. And then you see him get hit by a train.
Social Services Does Not Exist: Averted. Scully thinks they need to get Charlie away from his family (specifically his grandmother). Karen Kosseff, an FBI therapist who appears in several episodes, tries talking to Charlie.
Spooky Photographs: A digitally enhanced photograph shows a blur leading the balloon that lures Teddy towards the train tracks. It's the "spectral snap" type of the trope.