For me it is.
1) Luck Of Fryish- The end where he is reading the tombstone and the cut scene where Yancy is naming his son Philip, in the memory of his brother, *I miss you Fry*, and when it pans out of the orbiting graveyard and started playing don't you forget about me. Man I did cry after when I saw that, that was the most emmotionaly episode ever on TV.
2) Leela's Own HomeWorld- When she finds out who here parents really are, and Baby Love Child theme to clips of her childhood
3) Jurrasic Bark- Where Fry's dog waited for him until he died.