Every interaction they had was so full of electrical
undercurrent that the air sizzled. I *never* got that between Mulder and
Scully.
-Medusa

I got the feeling
that they cared about each other early , but in Avatar it became obvious.
-Avirnova

For me, it was quite early in the series. In the second season opener,
Little Green Men, when Skinner (literally) aligned himself with Mulder
and threw Cancer Man out of his office.
-Tesa

For me it was the "Me too." in Skinner's
office in Grotesque.
-Michele

I think the best evidence is when Mulder came back from the dead and
practically was showing off for Skinner when he and Scully came in
the room. It was like "See, I missed ya" moving his legs open
suggestively the whole time ;)
-Bertina