The Devil's Hands Are Idle Playthings - S5-E16
Trivia: When Bender and Fry are with the Robot-Devil and he spins the wheel to decide whose hands he'll give to Fry, each and every name that appears on the wheel (freeze frame to see them all) are robots that have actually appeared in the series at one point or another. Verified on the DVD commentary.
The Devil's Hands Are Idle Playthings - S5-E16
Trivia: On the commentary, Matt Groening says that in this episode every major character that has appeared in the show from the very start shows up in this one.
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]