Yes,of course and baby William the result of this romance!
It was implied in the episode "all things" which aired during Season 7. During Season 8 is was also implied that Mulder was the father of Scully's baby. In the recent movie, "I Want to Believe," there was a scene where Mulder and Scully are talking while in bed together.
Mulder confesses his love to Scully in the season 7 episode "Millennium." While trapped in a life-threatening situation, Mulder tells Scully that he loves her, but it's left ambiguous whether he meant it in a romantic or platonic way.
"Scully loves Mulder and Mulder loves Scully, it's a wonderful romance" - Chris Carter (creator)
scully nicknamed mulder "spooky"
Scully tells Mulder that is pregnant in "Requiem",before Mulder's abduction she say that to him.
Yes. They had a son, William.
*spoiler* After breaking up briefing during IWTB, they make-up at the end of the film. Near the end of the credits there is an Easter egg, showing Mulder and Scully together.
The FBI
Scully shot Mulder in self-defense while under the control of a chemical compound, to protect herself from his advancing threat due to his changed behavior. Their connection and trust helped Mulder survive.
Fox Mulder-a believer Dana Scully-a skeptic Walter Skinner-Scully and Mulder's boss and friend at the FBI John Doggett-Scully's partner while Mulder was missing Monica Reyes-Dogget's partner
Scully's Theme
Fox Mulder and Dana Scully are the lead characters in 'The X-Files' . They are FBI agents.