In "The crimes of the hot" when the planet express crew visit Halleys Comet, it is producing a tail, in fact comets only have a tail (well 2 tails as it happens), when they're within 5 Au of the sun. In 3002 Halleys comet should be more like 40 Au from the sun.
Yeah, thats my scintific problem with that episode....
(also comets up close are black as all ice from the upper layers has evaporated)