JMS seems to have been a big X-Files fan
I can't remember which commentary it was but I remember JMS mentioning that he wanted Duchovny and Anderson to appear as Psi Cops for a season 5 episode but it never happened for whatever reason.
Then in the spinoff show "Crusade" there's the episode titled "Visitors From Down the Street" where the two main alien investigators are very obviously supposed to be alien versions of Mulder and Scully.