'The List' is a great episode from Season 3 and the reason it works so well is because of the wonderfully creepy atmosphere it creates.
An inmate at a prison is about to be executed but promises that he will return to kill five people who he feels have wronged him in some way (these five people form the list of the title). Then, as foretold, people affiliated with the prison in some way being to die under mysterious circumstances. Mulder and Scully are sent to investigate, but the sadistic warden also conducts his own investigation which results in further deaths. As a result, this episode has quite a high death toll!
This episode reminded me a bit of 'Fresh Bones' but is far superior. There are lots of little sub-plots going on and they come together nicely to create a tense and mysterious episode. The acting by all the supporting players is top notch (the always underrated J.T. Walsh is superb as the sadistic warden)and the ending is brilliant.