"Sein Und Heit" was the tenth episode of the seventh season of The X-Files and it dealt with the mythology of the show, specifically the disappearance of Samantha Mulder.
The episode opens with a little girl going to bed and then her mother writing what appears to be a ransom note. The little girl then goes missing and Mulder heads off to Sacramento to help in the investigation.
Mulder's specific concern is that he recalls seeing another case years earlier where another mother was convicted of kidnapping her own child and she, too, wrote a very similar note (both notes mention Santa Claus).
Now, this bizarre, but true TV urban legend starts right here: Back in 2000, most folks did not use cellular phones. They still mostly just used pay phones. So a crew member stopped at a pay phone to make a call about the production while they were on the way to the set to shoot the scene. They had with them a folder that included in it the ransom note. Well, some local resident thought the crew member looked suspicious and when they drove off with the folder still in the pay phone booth, the "ransom note" was discovered.
When the crew member realized that they had forgotten the folder at the pay phone booth, they returned and were promptly arrested for kidnapping.
The director of the episode, the late, great Kim Manners, once recalled the whole situation as a "mess."
Source: CBR