My wife recalled this one, now I'll have to find it.
from
http://www.themareks.com/xf/1999.shtml -
The Goldberg Variation
"Mulder meets Scully on a downtown street in Chicago, coming up out of the pavement in a freight elevator from a basement that extends under the sidewalk."
The extremely lucky man gets thrown off a building and goes through an open sidewalk elevator hole.