The Mythology: The series reveals that an alien race (Colonists) plans to reclaim Earth using a "Black Oil" virus to enslave humanity. A shadow government (The Syndicate) collaborated with them to create a human-alien hybrid race to survive the colonization, while secretly working on a vaccine. The Syndicate is eventually destroyed by a rebel alien faction.
Mulder's Sister: After years of believing she was alive or a clone, Mulder learns Samantha was abducted but died young; her spirit was saved by "Walk-ins" (spiritual beings) to spare her from further testing. She is dead, but her soul is at peace.
William: Scully's son, William, was believed to be a miracle child or alien savior. In Season 11, it is controversially revealed (or heavily implied by the Cigarette Smoking Man) that he is not Mulder's biological son, but the result of the Smoking Man impregnating Scully with alien science during a past abduction—making William the Smoking Man's son.
The Finale: The series ends with the Smoking Man shooting William (who survives). Mulder and Scully are on the run again. Scully reveals she is pregnant with Mulder's actual child, offering a new beginning.