Blood Feud - S2-E22
[Homer goes to the post office to get a letter he accidentally sent to Mr Burns.]
Homer: [In an obviously fake voice.] Hello, my name is Mr Burns. I believe you have a letter for me.
Post Office Clerk: OK, Mr Burns, what's your first name?
Homer: I don't know.
Answer: Willy referred to an encounter he believed he had with actual aliens, while Wiggum thought he was referring to the arcade game.