Anthology of Interest I - S2-E20
Corrected entry: In the third tale of interest, with Stephen Hawking, after Fry doesn't go into the cryogenic tube, Bender, Leela and the Professor all appear, side by side. However, until Fry goes into the future, none of these knew each other (Bender was about to kill himself, Leela was happy working at the cryogenics lab and the professor had just lost his crew), so why would they be together?
Correction: The 'Tales of Interest' are fantasies, which are shown not even to have happened in the first place - they are fantasies in the Professor's fantasy.