I don't know the episode but it is the one at mars university. When Fry is having a flash-back when he went to "college" at the carnival look at one of the canival games. Two of the prizes are Homer and Bart Simpson.
Well, it's common to see such things like that because Futurama's creator, Matt Groening, also makes the simpsons, kind of his way of saying, "I make that show too", it's like the Pizza Planet truck in Finding Nemo
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