Of the things mentioned in the opening tease, Penn and Teller do discuss the Loch Ness Monster (and, by proxy though not explicitly, unicorns) in their Cryptozoology episode and technically discuss Satan in their Exorcisms episode.
Penn: Don't touch my d*ck unless I invite you.
Brian Brown: Marriage isn't a salad bar!
S 8 : Ep 10
Aired 8/12/10 (26:31)
S 8 : Ep 9
Aired 8/5/10 (28:09)
S 8 : Ep 8
Aired 7/29/10 (27:51)
S 8 : Ep 7
Aired 7/22/10 (27:12)
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