all lowercase letters: it was gillian anderson's stylistic choice when she named the episode "all things".
Crop Circles: Agent Mulder plans a trip to England to investigate a case of highly complex formations of Crop Circles that keep appearing in a pattern. Agent Scully is of course not interested in tracking down some sneaky farmers who happened to ace geometry in high school.
Did They or Didn't They?: This episode seems to imply that Mulder and Scully did, with Scully dressing in Mulder's bathroom and then leaving, while Mulder nakedly slumbers in a rumpled bed.
The Mistress: What Scully was revealed to be, in her past with Dr. Waterston. Their affair went far enough to tear apart Dr. Waterston's family after Scully left.