Luck of the Fryrish I believe.

That or the movie where he loses his lucky pants

Either way, he declares that his luck is changing right before the ladder he's climbing into the sewer has a bar break off, sending him plunging into either just the water or onto someone slimy

Edit: wait, it's definitely Luck of the Fryrish. They're heading to Old New York to find Fry's clover. Same deal, the ladder breaks after he declares no more bad luck