From episode 1x07 "The Heart is a Lonely Hunter".
Laurel mourns over her sister's grave with her dad in episode 1x16 "Legendary".
Mulder finds Guy Mann at the cemetery and gets the whole story out of him in episode 10x03 "Mulder & Scully Meet the Were-Monster".
From episode 2x16 "Peter".
From episode 3x17 "Stowaway".
Source: 50shadesjournal — Twitter