After repeatedly asking the Feds to call him "Rabbit", Steven Williams's character asks the two federal agents he is with how they would like it if he called them "Mulder and Scully from the X-Files". Steven Williams appeared as Mr. X in X-Files : Aux frontières du réel (1993).
There actually was a route 666. US Highway 666 ran from Gallup, New Mexico, to Cortez, Colorado, the gateway to Mesa Verde NP. Most of the route crossed the Navajo reservation and passes Ship Rock and near Four Corners, the only point in the US common to four states. The road itself still exists but has been renumbered by the New Mexico Department of Transportation because of superstitions about the number 666.
The actors spent many nights in nearby town 29 Palms unwinding and getting to know the Marines from the Marine Corps base just down the road.
In New Jersey, there used to be a Morris County Route 666 that ran from Dover to Mount Hope, but the signs were constantly being stolen and the number was changed to 661.
There is also a Highway 666 in Pinellas county, near Tampa Florida.