Gillian Anderson told The New York Times that it was harder than she expected for her to get back into character as Scully to make this movie after five years had passed since the end of the television show. The Times quoted her as saying, "I walked in thinking, it's going to be like riding a bicycle. It wasn't. It was like riding a [fucking] unicycle. I'd been trying so hard to stretch myself in other roles, and to catch myself when I did anything that remotely resembles Scully, that when I was put back in the ring with her, my brain started misfiring."
The television show upon which this movie is based filmed its first 5 seasons in Vancouver, British Columbia, Canada. It often used local Canadian actors in guest and secondary roles, reusing the same actors in different parts in multiple episodes. For example, Alex Diakun, Lorena Gale, and Stephen E. Miller each appeared as different characters in three episodes; Miller also appeared in the pilot. Sarah-Jane Redmond, Stacee Copeland, and Callum Keith Rennie each appeared as different characters in two episodes. Rennie was also the original choice to play the long-running character Alex Krycek. Production moved to Los Angeles for seasons 6-9. The film was shot in Vancouver, and producers recast many of the same actors they had used so often on the show. Several other secondary and tertiary movie cast members had also appeared on the show as other characters.
Production was kept under a tight veil of secrecy in order to keep plot details from leaking to the public prior to its release. "Done One" was the working title during filming, complete with logo. The Directors Guild production list named "Rich Tracers" as the project's attached director, an anagram of Chris Carter, the actual director's name. A fake production company name, "The Crying Box Productions," was used in work orders and information sheets. Fake scripts were produced for actor auditions. On any particular day of filming, only the pages required for that day's scenes were distributed, and were then collected and shredded at the end of the day.
When Mulder tries to call Scully from his cell phone, the display shows two names above hers and one name below. The two names above are Bowman and Gilligan, which can only be references to Rob Bowman (director of the first movie and several episodes) and Vince Gilligan (writer-producer of the show). The name below is Shiban, a reference to John Shiban (another writer-producer).
When Mulder and Scully first walk back into the FBI offices right before they walk into the bullpen, a female agent walks by that catches Mulder's attention and he watches her walk away. The woman is Vanessa Morley, who throughout the series played the young Samantha Mulder, and is the same Samantha in the photo Mulder has taped to the back of his home office door.
When Scully first visits Mulder in his rural home, Mulder is tacking up a story titled "Princeton closes ESP Lab after 40 years of paranormal study" This refers to a real-life event. The Princeton Engineering Anomalies Research facility (PEAR) closed in 2007 after school administrators felt continued funding was unjustified. The lab's original mission was to investigate possible phenomena for the defense industry, such as if the minor electrical field present in the human body could interfere with sensitive electrical equipment when the body was placed under extreme stress (ex. a fighter pilot involved in a dogfight causing his controls to malfunction). While the lab failed to provide conclusive evidence that such things could happen, large-scale experiments showed a statistically detectable influence. Other PEAR experiments included such things as remote perception.
At the end of the scene where Scully is discussing the options for her patient with the hospital administrators, on the wall behind her are several photographs of priests. The last one is a photograph of actor Bruce Harwood who played John Fitzgerald Byers, one of the three Lone Gunmen from both The X-Files (1993) and its spin-off series, The Lone Gunmen (2001).
Chris Carter originally planned to make this movie right after the end of the TV series, and use it to end the alien invasion storyline. Since production was delayed for over five years, Carter decided to focus on a standalone mystery in order to make the movie appealing to people who weren't familiar with the show's mythology, leaving the invasion subplot for a possible third film.
When Scully opens Franz Tomczeszyn's rural mailbox, she reads the address of a bill for body parts and medical supplies. The address is on Bellflower in Somerset, West Virginia. Director, Chris Carter's hometown is Bellflower, CA. In 1869, most of the land comprising Bellflower was known as Somerset Ranch.
Not the first time Mulder and Scully have had dealings with dubious psychics. The most famous examples from The X-Files (1993) canon would be Luther Lee Boggs (Brad Dourif) from the Season One episode "Beyond the Sea" and the titular hero played by Peter Boyle in the Season Three episode, "Clyde Bruckman's Final Repose".
Chris Carter and Frank Spotnitz settled on the subtitle "I Want to Believe" really quickly into the writing stage as it was a natural phrase with deep resonance for all X-Files fans. (It's written on a poster that hung on the X-Files office wall for the duration of the series.)
Ironically, both X-Files movies take place when the X-Files department has been closed down. The first movie, The X Files (1998) ends with the department being re-opened; in this film the X-Files have been closed for some years.
Virtually the entire crew had not read the script when they were making the film. Such were the levels of intense secrecy over the screenplay that only three copies were ever kept at 20th Century Fox, and they were firmly under lock and key. Deliberately false details were also printed on each day's call sheets to hoodwink anyone who might acquire and therefore leak any information about the film onto the internet.