"When pigs fly"

"When pigs fly" means "never". It is sarcastic. "I will clean my room every day...when pigs fly." "I will give him the money that I owe him...when pigs fly."

In the show, Mr. Burns jokes that he will donate a million dollars to an orphanage when pigs fly. He laughs because he knows that he will never give the orphanage the money. However, he sees a flying pig. His assistant asks Mr. Burns if he should get the money ready for the orphanage. Mr. Burns says, "Now, I'd still prefer not [to give the money." This is funny because it shows that "when pigs fly" literally means "never."