I found this episode to be less exciting and less interesting than the previous one, probably because the action inside the train seemed a bit dull to me. The whole bomb thing felt contrived and I wanted to see more of the alien thingy locked in the back.
The extensive use of trains was interesting as it evoked the concentration camps of World War II. Surely this was intentional, given the title of this episode and the mass burial site discovered by Scully.
It seemed a bit farfetched that X himself would risk exposure by coming to save Mulder from Piano-Wire Guy personally but hey, this is the X-Files and a certain willing suspension of disbelief is sometimes necessary.