Cape Feare. The one where Bart's placed in a witness protection program and The Simpsons are renamed The Thompsons due to, who else, Sideshow Bob.
It's the H.M.S. Pinafore scene that clinches it for me.
This was before The Simpsons conceded its status as a cartoon (meaning they were still somewhat concerned with maintaining some realism) and so that whole sequence just makes me imagine Bob rifling through the boat's broom closet to find props. Then the whole thing goes out the window as soon as he's presented wearing a full captain's uniform.
"I will send you to Heaven, before I send you to Hell!"
Too bad I can't find a decent quality video for it. :(
As a consolation, I've promised myself that if I ever win a public office I will laugh like
this during my inaugural speech.