This X-Files episode, in addition to its many other virtues, also incorporates a running joke of references to great silent film comedians and comedy script-writers. For the sake of making the in-jokes more widely enjoyable, I've listed some characters or events in the episode (in bold), and the real people or events they refer to:

Clyde Bruckman -- Clyde Bruckman, director and gag writer for Buster Keaton, Harold Lloyd, Laurel and Hardy, W.C. Fields, and other greats. He worked with Laurel and Hardy in what was conceived of as the zenith of pie-throwing movies, The Battle of the Century. Unfortunately, Bruckman's fortunes went sour in the 1950s and, destitute, he killed himself in 1955.

detective Cline -- Eddie Cline, another director and gag writer who worked with Keaton and Fields, and played villians in Keaton's movies

detective Havez --Jean Havez, another gag writer who worked with Keaton and Lloyd. Died of a heart attack in 1925.

Claude Dukenfield (murder victim under wheels of car)-- W.C. Fields, whose real name was William Claude Dukenfield.

Le Damfino Hotel (where Bruckman checks in) -- The name "Damfino" was a running joke in Keaton's films; for example, it is the name of the little boat in The Boat.

Mulder's fated encounter with a cream pie, an obvious echo of The Battle of the Century

In the episode, Bruckman incorrectly predicts that he will die before Havez, and later commits suicide -- in life, Bruckman likewise died after Havez, by committing suicide.

The end of the episode sees Scully watching a TV movie -- it's Laurel and Hardy in The Bullfighters, widely regarded as one of their worst movies. (It's not one that Bruckman directed.)

The research for this writeup is from www.busterkeaton.com/x-files.htm, which contains more details about the real people.