Penn & Teller: Bull! (2003) : 2x9

We're afraid of death. But all of us have to face it at least once, and maybe more if someone we care about happens to die on us. But what are we so freaked out about? We'll show you that, yes, even with death, there's much to laugh about. As we know, the only thing to fear is fear itself... and having to sit across the desk from funeral director intent upon selling us an airtight, waterproof vault!