In 4th season's Demons,Mulder learns that Samantha was not Bill's biological daughter. Teena Mulder, Bill's wife, and Mulder and Samantha's mother, had an affair with the CSM, who is Samantha's biological father-as well as Mulder's. (The Sixth Extinction II: Amor Fati) Samantha's abduction, as Mulder told Scully in the Pilot episode, tore the family apart. The Mulders divorced soon after.
In Anasazi, Mulder's father decides to tell his son the truth, but before he can Alex Krycek murders him. Bill Mulder dies in his son's arms asking for forgiveness for his mistakes.