In the episode "Drive", Mulder facetiously apologizes on behalf of the "international Jewish conspiracy" in response to the abusive and anti-Semitic tirades of a suspect, to which Mulder appears to take offense; the suspect also guesses Mulder's ethnicity is Jewish based on his last name [REF].
During the last years of his work on the X-Files, Mulder was even forced to doubt that Bill was his true father.