After the tanker drives by agent Mulder (the morning at the park) there is a sequence that was clearly shot at night.
In one of the final scenes, there is a shot of a city at night captioned "Newark, New Jersey". It is actually a shot of downtown Baltimore, Maryland, filmed from Federal Hill.
The Flukeman is being held "for psychiatric evaluation" - despite the fact that it has given no indication that it can speak or comprehend language.
If "Flukeman" were really a mutated worm, then cutting it in half could result in duplicating it rather than killing it. Contrary to vertebrates, which life heavily relies on body consistency, worms not only can survive shattering, but each part can become a proper worm of its own.