What is that sad x files song plays when scully misses mulder?

The song you're thinking of is called "Tears in Heaven" by Eric Clapton. It's not actually part of the X-Files soundtrack, but it was used in a pivotal scene in the Season 5 episode "Bad Blood."

The scene shows Scully grieving Mulder's presumed death, and she plays the song on a piano. The song's lyrics about loss and grief perfectly reflect Scully's emotional state at that moment, making it a powerful and memorable scene for fans.

While "Tears in Heaven" isn't technically an X-Files song, it has become strongly associated with the show due to its emotional impact in that particular episode.