Quoted from Wikipedia entry:

Pilot Episode "predicts" 9/11

In a foreshadowing of the September 11, 2001 attacks, subsequent conspiracy theories, and the 2003 invasion of Iraq, the plot of the March 4, 2001 pilot episode of the series depicts a secret U.S. government agency plotting to crash a Boeing 727 into the World Trade Center via remote control for the purpose of increasing the military defence budget and blaming the attack on foreign "tin-pot dictators" who are "begging to be smart-bombed." This episode aired in Australia less than two weeks before the 9/11 attacks, on August 30.

http://en.wikipedia.org/wiki/Lone_Gunmen#Pilot_Episode_.22predicts.22_9.2F11

Tom Clancy also predicted a similar event in one of his novels.