Stop Or My Dog Will Shoot - S18-E20
Continuity mistake: In the scene where the dog chases Snake into a playground, Santa's little helper starts pulling the ropes off the top of the climbing frame, in one shot the dog has two ropes left but when we see Snake the dog chews through one rope and the whole thing falls.
Answer: Willy referred to an encounter he believed he had with actual aliens, while Wiggum thought he was referring to the arcade game.