I'm probably not the first one to notice this, but I haven't been able to find any mention of it anywhere on the net, do I might as well post it here.
At the start of Season 3 Episode 3 "They Stole Max's Brain!" When interrogating the two 2 molemen you can ask them for more information. They give out a line rather similar to this clip from an episode of Futurama.
I can't be bothered finding a video clip of the exchange in Sam & Max, and I won't make one of my own, so I trust you can go and find it. The real mystery here is why I can't find a mention of it anywhere.:confused: