Anthology of Interest 2 - S4-E3
Trivia: On the DVD commentary, David Cohens mentions that Matt Groening's favourite line in the entire show is 'You watched it, you can't unwatch it. Stay tuned for more Tales Of Interest' spoken by Maurice La Marche as the narrator for this episode. Groening confirms this himself.
Answer: You are thinking about episode 20 of series 2 - "Anthology of Interest I". She technically never kills anyone, but in the episode she ask a "What if machine" (one of the Professor's inventions) what would happen if she was more impulsive. The machine then shows the more impulsive Leela killing off the Professor to get the money from his will and thereafter killing Hermes, Bender, Scruffy, Cubert, Nibler, Amy and Zoidberg to cover it up. Finally she does something really impulsive with Fry.
Andreas[DK]