Leela learns the truth about her parents and her identity.
The "What-If" machine predicts what if Bender were human, the world was like a video game and if Leela discovered her real home.
Bender takes over as Santa Claus to bring back Xmas spirit.
My favorite episode of Futurama, absolutely! Fry goes back in time to make sure his grandfather, Enos, does not get killed in Roswell, New Mexico or he himself will cease to exist. A great tip of the hat to "Back to the Future" and early "Star Trek" stuff. I played Enos sort of like Gomer Pyle from the old "Andy Griffith Show." - Billy West, voice of Fry, Zoidberg, Farnsworth, Zapp Brannigan