Este é provavelmente o episódio Outer Limits "Trial by Fire"
Na sinopse da Wikipedia:
En route to his Inauguration Ball, newly sworn-in President Charles Halsey, his campaign slogan "Let me be your friend", is diverted to a nuclear bunker and is greeted by his predecessor's staff including Junior Science Advisor Janet Preston; National Security Advisor Tarquin; and General Covington, commander of the U.S. space program. They inform the president that an object traveling at half the speed of light will impact Earth in thirty minutes with the potential to wipe out most life on Earth.
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As the fleet settles into orbit around Earth, another satellite receives a signal from the aliens. NASA contacts the bunker to say that they have discovered a video/audio message within the signal, and relays the message to the bunker. The message shows a humanoid alien making an unintelligible speech.
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After an alien response is broadcast, one of the orbiting ships breaks formation and enters the atmosphere, landing in the Pacific Ocean. The president, shaken by the prospect of invasion, is unable to make a decision. Despite pleas by the scientists and Elizabeth, Halsey orders the military to DEFCON 2; the Russians mobilize their nuclear forces to strike any further alien incursions. Some of the scientists speculate that the aliens live in a water-based environment which alarms the military who infer that the aliens are intent on an invasion in order to gain control of Earth's oceans.
Aqui vemos a noção de "navio subaquático" que você se lembra.
Succumbing to panic, Halsey orders an immediate response using the space shuttle's nuclear device. At the same time, the Russians launch their missiles at the fleet from submarines in the Bering Sea.
In the final moments before the objects arrive, a teleprinter message comes through from the cryptanalysts, having decoded the alien's original message. They realize that the aliens do in fact live in a liquid environment and that they were speaking in plain English. Having removed the liquid distortion from the message, Preston solemnly informs him of what the original transmission said: "Let us be your friends." As the occupants of the bunker prepare to meet their fate, Halsey, regretting all that he has done alongside the military officials, and his wife mournfully embrace.
Os alienígenas de fato se assemelham aos cinzas, embora com uma certa vibração aquática para acompanhar os detalhes da trama do episódio.
É claro que esse não é o arquivo X, mas uma das características dos arquivos X é que os contatos alienígenas geralmente não são conhecidos por ninguém além dos personagens principais (e, geralmente, nunca de maneira direta e inequívoca) ou uma conspiração sombria do governo que os conhece há muito tempo.