On another board someone mentioned how "Letters of Transit" ties in with an episode from season 2 called "Fracture". In that episode a character named Colonel Raymond Gordon is turning people into human bombs. At the end of the episode he's caught and interrogated by Broyles. This is what happens: "In the interrogation room at the Federal Building, Broyles sits with Raymond Gordon as he narrates his bleak perspective. Gordon calmly explains that the enemy is among us, we are unaware and that nobody is doing anything about it. Gordon, and others, have taken matters into their own hands... to send a message to the enemy. Broyles wants to know what is in the briefcases of the couriers Gordon has been targeting. Gordon replies that collected data and observations are in the briefcase. Data used in planning for the war that is coming. Gordon can't tell Broyles exactly who the enemy is - but he knows that they want to terminate us... using our culture, technology, and science against us.
" (from wikipedia entry on this episode
) And then in the final scene a courier delivers a briefcase to the Observer, September. Inside the briefcase are pictures of Walter Bishop.