Futurestock - S4-E9
Trivia: The banner in the robot bar mitzvah translates to 'Today I am a robot'.
Trivia: In the elves' workshop, Leela turns the controls up to the highest speed. This is a reference to a classic episode of I Love Lucy, where Lucy works in a chocolate factory, and the candies come out on the conveyor belt much too fast for her to wrap.
Anthology of Interest 2 - S4-E3
Trivia: On the DVD commentary, David Cohens mentions that Matt Groening's favourite line in the entire show is 'You watched it, you can't unwatch it. Stay tuned for more Tales Of Interest' spoken by Maurice La Marche as the narrator for this episode. Groening confirms this himself.
Roswell That Ends Well - S4-E1
Trivia: As the Planet Express ship flies into the hangar, look at the windows of the hangar. They spell out the word "DAMNED"
Where No Fan Has Gone Before - S4-E12
Trivia: As Sulu is telling the story, the vessel firing the rocket with the "sacred texts" of 79 episodes, six movies, and blooper reel, with minor differences, very closely resembles the Eagle vehicles in the British Sci-Fi series Space: 1999.
Answer: Yes Leela knew from early on that Fry had feelings for her. They were pretending to be a couple in 'A Flight to Remember' from season 1 and Fry tried to get on dates with Leela ever since. She just didn't show signs of the feelings maybe being mutual before some of the later episodes.
Andreas[DK]