"The Late Philip J. Fry" was a time travel story and I'm a sucker for those. It is centered around the budding relationship between Fry and Leela. Leela is upset at Fry for never being on time and he responds by swearing he will be on time for a big birthday dinner. On his way, he is persuaded by the Professor to join him in a quick time machine test run that will last only a minute. The problem is that the Professor screws up and they go a bit farther in time than planned. Another problem? The time machine can only go forward. The story is then split between their (Bender is along as well) quest to find a backwards time machine and the future of the Leela and the rest. It's funny and touching and the ending totally works.
Even better than that was last week's episode, "The Prisoner of Benda." It takes another science fiction trope, body swapping, and melds it to the emotional needs and issues of the cast. Bender wants to steal a crown, Leela thinks Fry only likes her for her looks, the Professor is tired of being old, and Amy has her old cravings for food. Initial body swaps occur and things get crazier from there but there is also a real (and gross) payoff for Leela and Fry's arc. Even Scruffy gets a poignant moment. It is funny and creepy and full of heart and is one of the best epsidoes ever of the series.