Just off the top of my head:
Kelly invites her boyfriend over to her neighbor's house. Her boyfriend is a skinhead, and says to the neighbor, "Human life means nothing to me." I have no idea why, but I had to pause so I could catch my breath from laughing so hard.
Fry sits in his apartment listening to "Baby Got Back." Leela comes in and says, "You can't just sit here listening to classical music."
A game show that I can't remember the name of...
The host lines up two girls and a guy and goes down the line, asking both girls if they have a boyfriend. He goes to the guy, and asks, "Do you have a boyfriend?" Everyone starts laughing, and the host corrects himself. He asks, "Do you have a girlfriend?" The guy says, 'I'm gay."
The last one had both me and my dad rolling.