Babies Come From...

The episode ends with Numbuh 5 about to tell Sector V where babies come from. What follows in The Stinger is the rest of the team reacting in either shock, horror, disgust, or a combination of the three, making us believe she actually gave them The Talk. But then Numbuh 1 breaks out of his stupor and says that babies don't come from New Jersey, they actually come from Philadelphia.

Example of:
Bait-and-Switch