Last Exit to Springfield - S4-E17
Trivia: Mr Burns' reaction - right down to his animation - to the singing of the Union towards the end is a direct spoof of the Grinch (from The Grinch Who Stole Christmas) by Dr. Seuss. His characters also spoke in rhyme, which is why some of Mr Burns' lines are nonsense.
Answer: I'm not sure if this is the one you're thinking of, but an episode of "Ray Bradbury Theatre," called "A Sound of Thunder," dealt with a similar matter: a group of hunters travel back in time to hunt dinosaurs, only to find things have changed when they get back because someone stepped on a butterfly.
Xofer