The Conscience of the King - S1-E14
Corrected entry: When Spock talks about his ancestors, McCoy comments that they were "conquered." Not only does Spock later say (in "The Immunity Syndrome") that Vulcans have never been conquered, but we've never heard anything in Star Trek or its sequels mentioning Vulcan's "conquest." And yet Spock doesn't mention that McCoy is in error - something he never refuses the opportunity to do.
Correction: Maybe McCoy was referring to The Vulcan Renaissance, mentioned in a 3-episode arc of Enterprise. It was discovered that the Romulans were corrupting the Vulcan High Command, causing them to stray from Surak's teachings. To McCoy, this could have been a "conquest".