Factual error: In the scene where Lisa's great great grandmother, and the slave Virgil escape to Canada, they enter Canada across a suspension bridge, which has, on the Canadian side, the Canadian Maple Leaf flag. In 1860, Canada was not yet even a country, and the flag was the Union Jack and the Canadian Ensign. The Maple Leaf was not adopted as the Canadian flag until February 15, 1965.
Continuity mistake: When Mr. Burns is confronting Homer about his missing slave, Homer's donut is half eaten. During the next scene the donut has a smaller bite taken out of it. (00:14:00)
Answer: Willy referred to an encounter he believed he had with actual aliens, while Wiggum thought he was referring to the arcade game.