It was funny - or weird - how Mulder, being so paranoid most of the time and in a case that could've involved a conspiracy on covering one of the best kept secrets and revealing evidence, could trust the conductor of the train so easily. But hey, not every guy is a bad guy and Mulder definitely needed so help or he would've died.
Scully finally gets her proof and she learns a sad truth. But at least she now knows what really happened to her. One thing that struck me is how she didn't force the Elder to tell her more.
I love the interaction between Mulder and Scully in this episode, at a point that they guess their thoughts and looking for evidence that could help each other without asking.