Cristina's son is watching this episode. A few seconds of the scene in which Scully is walking through the office with the Lone Gunmen can be clearly seen.
A further reference to "The Wizard of OZ" is the hospital scene where Skully and the Lone Gunmen crowd around Mulder. He relates his time journey much as Dorothy does when she returns from Oz and winds up in her own bed surrounded by the main characters.