The season 7 episode in which Mulder is abducted by aliens is titled “Requiem.” It is the season 7 finale, episode 22, and originally aired on May 21, 2000.
Written by series creator Chris Carter and directed by Kim Manners, “Requiem” deliberately echoes the pilot episode. Mulder and Scully return to Bellefleur, Oregon, where their investigation revisits the location and circumstances connected with their first case together. The episode uses that parallel to suggest that the series has come full circle.
Mulder is already questioning whether he should abandon his search for extraterrestrial truth. Ironically, just as he finds powerful evidence that aliens exist, he is taken aboard a spacecraft. Scully later discovers that she is pregnant, creating a major transition into season 8.
“Requiem” is often confused with “The End,” “Sein und Zeit,” and “Closure,” because all are important mythology episodes involving Mulder’s family, disappearance, or the series’ alien storyline. However, “Requiem” is the specific season 7 finale and the episode that ends with Mulder’s abduction.