In the episode "Roswell That Ends Well", the missile fired at the air base by the planet express ship has the episode name and a drawing of Dr. Zoidberg on it it's case.

I think this has something to do with Americans writing messages on various weapons of mass destruction. If you can be more specific about the messages on bombs, post me a link. This reference is also used in the GITS:SAC 2nd gig episode "reversal process" but in that case, it was a minor plot point, not an egg.