Major spoiler for Full Frontal, minor spoiler for that X-Files episode:
In the episode, Mulder asks Clyde Bruckman how he will die. The response is something like "you don't want to know."
Then later in the episode, while they're driving, Mulder randomly gets his answer:Clyde Bruckman
: You know, there are worse ways to go, but I can't think of a more undignified way than autoerotic asphyxiation.Mulder
: Why are you telling me that?Clyde Bruckman
: Look, forget I mentioned it. It's none of my business.
In Full Frontal, David Duchovny's character is found dead from auto-erotic asphyxiation: NSFW
I had that image as my avatar for a bit (cropped to his head). The American flag plastic bag is a delightful touch.