Samantha Mulder
2 episodes of The X-Files carry this thread, 2h in all — 2 of them are in The Essentials.
In airing order
A young girl unexplainably disappears from her home and Mulder requests the case even though it is a full FBI matter, not just an X-File. When Mulder takes some outrageous leaps to convince the girl's parents that she will be found, Scully fears that Mulder is becoming too personally involved with the case because of his sister's abduction.
After arresting the murderer of Amber-Lynn LaPierre and discovering a mass gravesite containing the bodies of dozens of missing children, a man comes to Mulder and claims to have had visions of other victims who aren't buried at the site. Despite Scully's objections, he takes Mulder on a journey which reveals what truly happened to his sister.