Scuse Me While I Miss the Sky - S14-E16
Continuity mistake: When Skinner opens the door to the room Lisa is in, there is a red book with white rings around it behind the door, it is easily the most noticeable book on the shelf. When the shot cuts back, the book is suddenly blue.
Answer: Willy referred to an encounter he believed he had with actual aliens, while Wiggum thought he was referring to the arcade game.