Dreaming of Things to Come: The opening sequence which shows Scully picking up her cross necklace in sand rather than Emily's cremated remains, foreshadowing the end where Emily's coffin contains only sand.
Dream Sequence: The opening, with Scully in a sandstorm, finding her cross necklace in the sand, and turning into sand herself and blowing away.
Oh, Crap!: Downplayed. Scully and Mulder talk about how, even though she's dead, Emily is still evidence that the villains' scheme exists. Scully then goes to Emily's coffin and opens it, to find nothing but sand.
"Shaggy Dog" Story: Mulder threatens Emily's doctor and tails him to a secret laboratory so he can steal medicine for Emily. He makes it out with the medicine, but ultimately decides to let Emily die.