In two episodes from season 4, they're actually sent out to get something and bring it back. And they deliver something in "The Why of Fry" though we miss it. So that's five episodes that at least show them on the job.
Still, the whole delivery concept was really just a plot mechanism to get them on other planets and in weird situations. I guess in season 4 the writers thought of other ways to get stories going.
Originally posted by DrJohnZ:
Speaking of Season 4... does anyone know when it hits the shelf in North America?
No official announcement yet, but it will probably be before the end of the year.