Adult Fear: A little girl gets abducted from her bed, and her parents end up being suspected themselves because there are no clues. The kidnapper torments them and the police with notes about what he's done, which all end with "NOBODY SHOOTS AT SANTA CLAUS!"
Fat Bastard: The killer, Ed Truelove, is a fat, unpleasant man. Justified as he portrays Santa Claus for children.
Meaningful Name: Sein und Zeit is the title of a book by the philosopher Martin Heidegger dealing with the theme that many people live a life of illusions while running away from the truth of their existence. To cure this retreat from reality, most people need a confrontation with death, according to Heidegger. This strongly parallels Mulders arc in this episode.
Myth Arc: Mulder finds himself looking into his sister's disappearance while trying to find Amber Lynn and other disappeared children.
Serial Killer: The child kidnapper is unfortunately also a deranged serial killer.