Man, I wish I could remember the name of this fic that I read that was EXACTLY what you're looking for. It was very long and Scully was kidnapped and the kidnapper was a freak show and was totally tormenting Mulder for something that happened years ago and he sent Mulder Scully's underpants or something and Mulder rescued her from a burning down building and MAN it was SO good!
Yeah, I realize that doesn't help but maybe Alcyone or Sue would know. Sue was involved in the fandom back in the day and gave me a lot of recs and Alcyone did too.
If you find any good action/drama/suspense fics, let me know too cause now I'm just itching to read one!
Dang, I wish I could remember the name of that fic... /ponders