Episode 25 of "Futurama"
s02e16 The Deep South

A day off from work, the crew aboard the Planet Express Spaceship goes fishing. When Bender fashions a gigantic hook catching a gigantic fish, the spaceship gets dragged underwater and sinks to the bottom. Unfortunately, the ship cannot operate underwater and the professor must modify the engines for them to re-surface. When Bender, Zoidberg, and Fry go out looking for food, Fry spots a mermaid. He tries to tell the others, but they claim he must have "ocean madness". Fry goes out again by him self later and once again meets Umbriel. They start talking and things start getting romantic between them. When the crew notice Fry is gone, they all go out and look for him. While doing so, they discover the long lost city of Atlanta which is inhabited as mer-people. Once the crew finds Fry they are ready to leave, but Fry decides to stay behind. He quickly changes his mind after he encounters a problem in bed with Umbriel.