In the pre-internet era, when you heard a fantastic story, you couldn't just google it to see if it was true. People either believed everything they heard, or they took it with a grain of salt. Either way, it was incredibly easy to let your imagination run wild with a crazy idea, even if you firmly believed in science and the burden of proof. That was the one-half the magic of The X-Files.

The other half was that so much of it took place almost entirely in rural or at least tight-knit suburban settings because that's where all the weird stuff happened. You couldn't grow up in the rural US (or probably anywhere) without spending many long summer evenings staring up at the clear starry sky and wondering what was out there, or hearing a sound in the woods that you couldn't readily identify. Pets occasionally disappeared without a trace. Livestock and wild animals behave strangely sometimes for no apparent reason. That guy living on his own a few miles down the road who hurls insults at anyone who walks by.

Weird rural shit still happens of course, but it's shrinking as suburbs continue to grow, and you see less of it on TV and in movies these days.