The show centers on FBI special agents Fox Mulder (David Duchovny) and Dana Scully (Gillian Anderson) who work on cases linked to the paranormal, called X-Files.

In this episode, a suicide attempt by a patient in a U.S. Army hospital interests Mulder with the talk of a "phantom soldier" who has prevented the man's death.

The U.S. Army general in charge of the hospital is initially opposed to the FBI's involvement until the invisible killer begins stalking him.

At a VA hospital in Fort Evanston, Maryland, Lieutenant Colonel Victor Stans makes his third suicide attempt; he claims that a mysterious figure will not let him die.

Captain Janet Draper stops the questioning, as Mulder and Scully were not granted permission to see Stans by his superior officer, General Thomas Callahan.

Mulder thinks that Rappo is leaving his body through astral projection, doing so with a psychic connection forged through Roach's letters.

Stans is released and becomes Callahan's mailman - both Lieutenant Colonel and General acknowledge each other before the former leaves to continue his work.

[2] Shiban was inspired by the film The Men (1950), about a World War II lieutenant who is seriously injured in combat and wants nothing more than to be able to walk again.

[3][4] Director Rob Bowman felt that Ian Tracey, who played Rappo, was "an incredibly strong actor" and fit the role.

[6] Draper's drowning scene required actress Nancy Sorel to be yanked underwater by a discreet cable connected to the floor of the pool.

[3] For the scene in which Trevor is killed, one of the show's stuntmen was buried in sand and "burst out" on cue; this shot was then digitally augmented in post-production.

[8] In a retrospective of the third season by Entertainment Weekly,"The Walk" was given a grade of C, noting its similarities to other episodes and being critical of the characters.

[11] Robert Shearman, in his book Wanting to Believe: A Critical Guide to The X-Files, Millennium & The Lone Gunmen, rated the episode three and a half stars out of five.

While noting the episode's similarities to "2Shy", Shearman wrote that Shiban "put real blood and passion into it which raises it high above the trappings of its clichés".