In which episode is Mulder's father killed?

Mulder's father, William Mulder, is killed in the season-two finale "Anasazi."

In the episode, William is about to reveal important information about the government conspiracy and his connection to the Syndicate. Before he can fully explain the truth, Alex Krycek arrives at his home and shoots him. Mulder then discovers his father's body and becomes convinced that Krycek is responsible, setting up the emotional and investigative conflict that drives the following episodes.

"Anasazi" is the concluding chapter of a major three-part mythology arc. Its story continues directly in the third-season episodes "The Blessing Way" and "Paper Clip," which explore the aftermath of William Mulder's death, the encrypted Defense Department files and the conspiracy's wider implications. Scully later tries to protect Mulder from being blamed for the killing after he is drugged and manipulated.

A frequent confusion comes from the trilogy's episode order. "The Blessing Way" deals extensively with the aftermath, but the actual shooting and death occur in "Anasazi." The episode premiered in 1995 and was written by Chris Carter from a story developed with David Duchovny.