Cosmo Con / Wanda's Day Off - S2-E16
Corrected entry: On Wanda finally returns from her day off, she sees Timmy and Cosmo playing cards and trying to not let her know about the "World Domination." When Cosmo makes the walls fall down, you only see the walls that fell down, no roof. And since there wasn't a roof, surely she would have found out by looking up and seeing the Martians.
Correction: Yes if she looked up she'd see but she DIDN'T look up. Character stupidity is not a mistake.