"We always want to," he told host Jay Leno (video below). "[Series creator] Chris Carter and Gillian Anderson and I, we're always on board."
When the long-running sci-fi TV series ended, Carter and 20th Century Fox promsied that it would live on as a series of films. So far, though, there have only been two movies--one of which was made during the series' TV run. The second film, which came out in 2008, made only about a third of the first movie's massive-for-the-time box office take, but was more warmly received by the fan base.
Said Duchovny, "You want to write Fox and get 'em going….You could wheel me [out]. I'll play Fox Mulder forever."