The National Investigative Committee of Aerial Phenomenon, a.k.a NICAP was a UFO research group that was active in the United States from the 1950s to the 1980s, making their appearances in the X-Files outdated.
Max Fenig was affiliated with NICAP. When he was captured in a cell with Mulder, he was seen wearing a NICAP baseball cap. (TXF: "Fallen Angel")
Later on in the series we can see a similar cap on coat rack in Mulder's office with the letters "NICAP" are on it. (TXF: "Beyond the Sea")