Joe Washington wrote:

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And I wonder who Cooper was talking about when he spoke of having met someone who helped him understand commitment and taught him the pain of a broken heart. Will we learn more about her or see her in person in a future episode?
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Yes, but it's a letdown, that ties into the abortive plots towards end of the series.
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Is she this Annie woman Cooper falls for in S2?
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No. And It it wasn't Duchovney either