Facts in the write up from Episode BABF08 of The Simpsons, "The Mansion Family, which aired January 23, 2000 on Fox. Thanks Apatrix.

The Gone Fission is Mr. Burns's immensely expensive yacht. While Homer and family are housesitting for him, Homer tries to throw a party but his plots are foiled because Moe cannot sell him liquor at an early hour due to the Blue laws. Because of this, Home hatches a plot to steal the yacht and sail to international waters, 'the land that law forgot'. The yacht attracts the attention of pirates (from Secret Pirate Island, aka Hong Kong) who mistake it for a gay party boat. They decide to raid it because those types of boats "always have such nice things". The pirates end up stealing the yacht and leaving Home and Co. in a big net which floats back to shore on the corpses of the men on the bottom of the net ("They're the bravest ones of all.") Mr. Burns writes off the loss of the Gone Fission because everything else in his home is intact and he considers the loss the risk you take when you let strangers take care of your home.