A string of nested stories tell the tale of why The Simpsons are spending the day at a cavern.
- Absurdly High-Stakes Game: Burns and the Rich Texan waged their whole estates.
- Adventure Archaeologist: Snake used to be one before turning to a criminal life.
- Aesop Amnesia: Burns, of course, forgets about feeling proud of making children happy.
- Another Story for Another Time: During Homer's confession of the real reason he brought the family to the cavern, he claims he needed money for Bart's operation. At this point, Bart interrupts to ask about the operation, and Homer responds, "That's a story for another day."
- Bring My Brown Pants: When Homer first got stuck in the cavern.Homer: I'm stuck and I have to pee! (beat) Now, I'm just stuck.
- Did Not Think This Through: Moe brought a baseball bat to the face off over the stolen gold. He didn't expect everyone else to bring guns. It's especially hilarious given that Moe is shown to own a gun in other episodes.
- Fallen-on-Hard-Times Job: Mr. Burns working at Moe's. Burns actually considered it as a way to get up to zero.
- Go Through Me: Mr. Burns pulls this in order to protect Lisa from a goat.
- Herbivores Are Friendly: Lisa encounters a goat in the forest, hoping it'll be friendly to a fellow herbivore, until it chases her into Mr. Burns' mansion. It turns out it was trying to bring back her necklace which she'd lost in the woods.
- Jerk with a Heart of Gold: Burns, of all people, when he willingly stands between Lisa and the goat. Probably the most human thing he did in the entire show.
- Mythology Gag: In Lisa's story, Smithers wasn't there to help them because he was getting a spray-on tan. According to Mr. Burns, "He comes back orange and stains the furniture.". This may be a nod to how in his first on-screen appearance in "Homer's Odyssey", Smithers had orange skin instead of yellow◊, with Word of God humorously explaining it away as "an extreme tan".
- Pet the Dog: Burns protecting Lisa.
- Shout-Out: The Excluders Club member who referees the scavenger hunt is Commander McBragg from The Adventures of Rocky & Bullwinkle.
- So Long, Suckers!: When the goat chases Lisa and Mr. Burns up the staircase of Burns' mansion, Burns rides a stair lift past Lisa while uttering this phrase, only for the stair lift to break down, leaving him to meekly say, "I mean, 'Don't leave an old man to die.'" He then exclaims these words again when the stair lift starts working again.
- Something Completely Different: A Nested Stories-meets-The Rashomon style story.
- Start of Darkness: After Moe steals his Mayan coins, Snake decides he'll "take my revenge on society — by which, I mean convenience stores."
- This Is for Emphasis, Bitch!: When Rich Texan announces his intention to win Mr Burns' nuclear plant, Burns responds "Dream on, bitch!"
- Twist Ending: It turns out the entire episode is Bart's explanation to Principal Skinner why he didn't have time to study for his geography test.