The crew of Plant Express travels back in time to 1947. And they just happen to travel to Roswell New Mexico. This means that all of the alien stories and theories are beacuse of package deleivery crew from the future!
After the crew finds themselves in the past, they desperatly look for a way to return home. While Leela and The Professor search for a microwave, Bender and Zoidberg get captured and dissected by the military.
Meanwhile, Fry is watching his "grandpa" and making sure nothing happens to him. In his paranoid attempts at safely he inadvertently causes his death. But strangely he does not fade into nothingness, but does end up sleeping with his own grandma. Making him his own grandfather!
Well at the end they find their way back to their own time and return to their lives. This is a hilarious episode and is very well written and fits nicely into the series.