"Fools Die on Friday" was a separate episode that never aired. (That title was previously listed in this guide, as a possible alternative title for this episode)
Nelvana's website has a summary for that episode:
A distress call from the commissioner sends Sam and Max into a perilous rescue mission of a hijacked dirigible high above New York City. The question of course is are the passengers in more danger from the Crazed Madman at the helm of the zeppelin, or from their Freelance Rescuers From Down Under. Normally we would assume that the latter poses a greater threat to life and limb, until we find out that Madman Hijacker is none other than...LORNE, Sam and Max's sycophantic Friend for Life! Hope everyone was paying attention during the Safety Film!
The medal of honor the Megamax gets has the British spelling of honor ("honour").
When we are shown the image of Sam and Max as superheros, Max is seen wearing the same costume as Spider-Man.
This is probably the only episode where you see Sam's trademark revolver which shows at the beginning. In most Sam and Max comics, Sam would often wield a large revolver.
Right as Sam and Max meet Zeus after he's run away from the wedding ceremony, they appear young again.
Why is it called The Second Show Ever?
We learn "The Geek" has a name. Darla Gugenheek.
This episode didn't air on television, but became available on the DVD version.