The Simpsons are going to Italy...to help Mr. Burns retrieve his sports car, and end up in an Italian village where Sideshow Bob is now married with a son.
All Part of the Show: When Bob's family disguise themselves as extras to kill the Simpsons in the Colosseum, Lisa tells the audience that it's no act and that they're really trying to kill them. Nobody is convinced.
Bart: "What's with the Canadian flag on your backpack?"
Lisa: "Well, some people in Europe have the impression that America has made some stupid choices in the past, oh, five years. So, for the next week, I'm from Canada."
Bart: "I think dad may blow your cover."
Homer (battling over a flag): "That flag is mine! Don't mess with Texas! Shock and awe, losers! Shock and awe!"
National Stereotypes: Several references to Italy are made, including stylish cars, spaghetti, the Leaning Tower of Pisa, Pompeïi, the Pontevecchio Bridge, Federico Fellini, Italian cheese, chianti, Tuscany, The Mafia, vendetta, olive gardens, aqueducts, the Colosseum, opera and Venice.
Bart makes a tiny reference to The Adventures of Pinocchio too, after watching a horrible educational video at the start of the episode: "What is this crap? This is worse than 'Wheelchair-nocchio.'"