It's Christmas in Canada - S7-E15
Corrected entry: In the South Park timeline, Saddam Hussein was secretly killed by US forces quite some time ago. That is how he went to Hell, became romantically involved with Satan, and was ultimately banished to Heaven with the Mormons, where he was last seen building weapons of mass destruction under the guise of a cookie factory. So how is it that he's now alive and usurping the Prime Ministry of Canada? Kenny repeatedly returning from the dead is an established fact of the show, but the Saddam subplot has been maintained consistently throughout the show's lifetime, except in this instance.
Correction: One of the points was that Saddam was stranded in Heaven (which he certainly loathed), he could have been either kicked out or found a way back to Earth.