Here's a new, more detailed description of "The Sting." I think by now everyone knows what happens in this episode, and also it's right on the front page of CGEF, so I won't use spoiler space.
After arriving at an asteroid field in deep space, Fry, Leela and Bender attempt to collect honey produced by vicious space bees. Leela decides to take a baby queen bee that incidentally kills Fry! While at Fry’s funeral, guilt ridden Leela has a romantic dream that causes her to believe that Fry is still alive. As Leela’s bizarre dreams continue to develop, she sinks into a much stranger sleep.
Ooh, romantic dreams!
One thing that bothers me about this episode is that it sounds like a certain piece of fan fiction I read once. I'll be disappointed if the episode has the same surprise ending, but I guess the writers didn't know. (If you think you know what I mean, don't mention it. This episode might turn out to be different, but let's not give it away.)