Hell is Other Robots

Hell Is Other Robots" is the ninth episode in the first production season, and season finale of the first broadcast season of Futurama. Written by Eric Kapplan and directed by Rich Moore, the episode guest starred Adam Horovitz and Mike D as Themselves and Dan Castelneta as the Robot Devil.
The episode explores the various degrees to which humanity tends to regard "religion" by following Bender, a robot. The episode was featured in the Monster Robot Maniac Fun Collection DVD box set, and received positive reviews by critics.