If I understand things correctly Millennium and The X-files coexist in the same weird universe.
However, as I'm suffering through the third and final season of Millennium I noticed that in the episode Human Essence when Agent Emma Hollis is passing down an apartment building hallway, from within the first apartment in the hall we can hear a television set, with the volume cranked up to max. As Emma prepares to knock we can hear Agent Scully scream from inside,
"Mulder! Do we have it? Do we have the kill switch?!?"
Needless to say, the resident was immersed in watching one of my favorite The X-Files episode Kill Switch written by William Gibson and Tom Maddox
This really confused me. Googling on this I found that there seems to be a lot of more or less obvious references to X-files in Millenium, many of which I apparently slept through.
I don't know if this is worth pondering but it's at least a fun bit of mindfucking trivia.