Fox Mulder (David Duchovny) carries a SIG-Sauer P226. Mulder carried the P226 for the entirety of the show from Season 2 onwards, with the exception of Season 3, when he and Scully both used Smith & Wesson 5906s.
Dana Scully (Gillian Anderson) carried a SIG-Sauer P225 rather than the P228 she used normally. This might have occurred because the show's armorer was unable to bring a P228 on-set for those particular episodes. Scully used the P225 from "Unruhe" (S4E02) until "The End" (S5E20). Walter Skinner (Mitch Pileggi) also occasionally carried a P225.
Fox Mulder carries a Walther PPK in an ankle holster when he loses his SIG-Sauer P226 during "Paper Hearts" (S4E10). This gun was seen previously as Mulder's backup pistol in Season 3's "Nisei" and "731".
In the episode "Terma" (S4E09), a number of Russian guards on horseback are seen armed with Makarov PM handguns as they shoot at Mulder while he is escaping the Tunguska gulag.
Dana Scully uses the Smith & Wesson 5906 handgun that she used in Season 3 in the Season 4 premier episode "Herrenvolk" (S4E01).
NOTE: Several users have suggested that these pistols might be the Smith & Wesson 1076 in 10mm, which was briefly used by the FBI. This is incorrect; the 1076 has a single-stack frame, while the pistols in the show have double-stack frames, meaning that they can only be the model S&W 5906. The show's guns are not the .40-caliber model 4006, because the 4006's frame features checkering on the grip, missing on the show's Smith & Wessons (the 5906 frame has vertical grooves on the grip). The model S&W 1076 can be easily distinguished from the S&W 5906, as the 1076 is hammerless, has no manual safety and a frame mounted de-cocking lever. This is a TV show, not real life, and movie/television armorers have always tended to use 9mm pistols rather than larger calibers, because 9mm blanks are more reliable to cycle in pistols than larger calibers.
In a dream during "Paper Hearts" (S4E10), Fox Mulder grabs his father's revolver from a box. This is the same revolver he attempted to use to save his sister Samantha from alien abduction as a child, seen during Season 2's "Little Green Men" (S2E01).
During "Musings of a Cigarette-Smoking Man" (S4E07), the police who attempt to arrest Lee Harvey Oswald are armed with various revolvers. None are seen very clearly.
Error creating thumbnail: File missingA policeman with a snub-nosed revolver looking for JFK's assassin ("Musings of a Cigarette-Smoking Man" (S4E07))File:MCSMPolicerevolver2.jpgA policeman with a revolver looking for JFK's assassin ("Musings of a Cigarette-Smoking Man" (S4E07))Error creating thumbnail: File missingA policeman with a holstered revolver after being shot by Lee Harvey Oswald ("Musings of a Cigarette-Smoking Man" (S4E07))
Rifles
M16A1 rifle
The M16A1 rifle was used on a regular basis throughout The X-Files run as either a military and/or SWAT weapon. M16A1 rifles are used by the militia gunmen and several FBI agents in the episode "Tunguska" ((S4E08).
Error creating thumbnail: File missingThe butt of the rifle used by the Cigarette-Smoking Man to assassinate Martin Luther King ("Musings of a Cigarette-Smoking Man" (S4E07))Error creating thumbnail: File missingThe rifle used by the Cigarette-Smoking Man to assassinate Martin Luther King ("Musings of a Cigarette-Smoking Man" (S4E07))Error creating thumbnail: File missingThe rifle used by the Cigarette-Smoking Man to assassinate Martin Luther King ("Musings of a Cigarette-Smoking Man" (S4E07))
Fox Mulder (David Duchovny) uses an unkown shotgun with a pistol grip and mounted flashlight during the FBI raid on the militia group in "Tunguska" (S4E08).
