I Don't Wanna Know Why the Caged Bird Sings - S19-E4
Factual error: During Dwight's attempted bank robbery, he gets hit with a couple of dye packs, then appears a few shots later totally clean. The dye packs banks use are notoriously difficult to wash off once they're triggered; even if Dwight did manage to clean himself up, there would still be remnants of dye on him.
Answer: Willy referred to an encounter he believed he had with actual aliens, while Wiggum thought he was referring to the arcade game.