I want to believe...
Nowhere is the central theme of The X-Files - a government conspiracy to cover up the existence of extraterrestrial life - more perfectly embodied than in the abduction of Mulder's kid sister. His quest to find out what happened to Samantha - where she was taken and why, and whether she might ever return - fueled his search for the truth, and in turn, pushed the series forward. Even after the Syndicate collapsed, the lingering question of Samantha's fate kept viewers watching, until that mystery, too, was solved - effectively sabotaging the rest of the series' mythology. Let us now revisit the ups and downs of the roller coaster ride that was...the search for Samantha.
As Mulder recounted to Scully during their first case together (and as we later saw in flashback during a dream sequence), Mulder's sister was taken from their home right in front of his eyes, when she was 8 and he was 12. After investigating a tabloid case of a girl allegedly abducted by aliens - that Mulder decided to pursue in spite of the reputation such actions were earning him at the FBI - Scully reviewed audio tapes recorded from the hypnotic regression therapy sessions in which Mulder recovered his memories of his sister's abduction.
Occasionally, the subject of Mulder's sister would come up in the course of investigating paranormal cases. Mulder began to see visions of Samantha while investigating the claims of a faith healer in Tennessee. Scully eventually came to recognize that Mulder's determination to rescue kidnapped women was driven by the subconscious desire to save his own sister. At one point, an incarcerated serial killer taunted Mulder with the possibility that Samantha was one of his unclaimed victims, and it almost tore Mulder apart.
While pursuing the conspiracy to hide the government's involvement in an extraterrestrial plot to colonize the planet, Mulder encountered several false positives in the search for his sister. When a woman claiming to be Samantha appeared at the Mulder home, it was soon discovered that she was the product of a cloning experiment. Mulder later found other clones of Samantha as a child, which he was told were created as worker drones to aid in preparations for colonization.
In an ill-conceived bid to earn Mulder's loyalty, the Cigarette-Smoking Man arranged a meeting with another woman claiming to be Samantha, but it's doubtful that she was really Mulder's sister. In another encounter with the untrustworthy Smoking Man, Mulder entered a witness protection program in which his sister was leading a normal life, but eventually learned that it was an extended hallucination experienced during brain surgery.
In the course of his investigations, Mulder did finally learn some answers. As alluded to by his father in a near-death encounter, Mulder discovered - while exploring a secret government archive of abductee reports housed in a mining facility - that he was originally supposed to have been taken in Samantha's place. A radical and dangerous treatment to enhance his memories verified that his parents were forced to make a choice, and that the Cigarette-Smoking Man was involved in the decision.
The reason for the abduction was eventually revealed on the eve of the Syndicate's destruction by a faction of alien rebels. Mulder learned that a group of government agents - his father included - had struck a deal with alien invaders to pave the way for colonization, and were required to give up members of their family to be used as experimental test subjects in a hybridization program.
The remaining question of Samantha's current location was closed once and for all during an investigation into several cases of children doomed to terrible fates, who were preemptively claimed by "walk-in" spirits. After her abduction, Samantha was returned to the conspirators for further testing, and eventually taken by the walk-ins to spare her torment. She now lives eternally in starlight.
Episodes referenced: Pilot, Little Green Men, Conduit, Miracle Man, Oubliette, Paper Hearts, Colony/End Game, Herrenvolk, Redux II, Amor Fati, The Blessing Way/Paper Clip, Demons, Two Fathers/One Son, Sein und Zeit/Closure
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