Bart's Friend Falls in Love - S3-E23
Milhouse: Bart, I don't want you to see me cry.
Bart: Oh, come on, I've seen you cry a million times. You cry when you scrape your knee. You cry when they're out of chocolate milk. You cry when you're doing long division and you have a remainder left over.
Answer: Willy referred to an encounter he believed he had with actual aliens, while Wiggum thought he was referring to the arcade game.