Not op, but I believe they're taking about "Jurassic Bark" season four episode seven. I won't spoil anything, but just know it's based on a true story, and that makes it so much more sad.
We got into a pattern where for some reason whatever episode we went to bed watching I would wake up to Jurassic Bark going. I now have learned to just avoid that season when Futurama sleeping just in case.
It was like I would wake up at whatever hour it was just to hear that episode going.
That one is sad, but the other one that I can't watch anymore is "The Luck of the Fryrish" with Fry's nephew. I cry like a bastard during the last scene.. no idea why.