Simpsons - Season 7 - Who Shot Mr. Burns (Part 2)
The story begins with the murder of Laura Palmer, a teen aged girl who lived in the quiet town of Twin Peaks, near the US - Canadian borders. Everyone seems surprised and devastated by the girl's murder, and the town's sherif welcomes the help of FBI agent Dale Cooper, who comes to investigate the case. As Cooper begins his search for Laura's killer, the town's secrets are gradually exposed. This is definitely not an average quiet town, it seems as everyone has something big to hide. At nights, agent Cooper sees strange visions of Laura and other mysterious people, visions that tell him that something big is happening here, something far more evil than a single murder case.
In this episode Chief Wiggum falls a sleep and wakes up in a red room, similar to the one in Dale Cooper and Laura Palmer's dreams.
Lisa comes in a dances the same way the midget in Twin Peaks does.

Lisa gives Wiggum clues about the murder. The midget also gives Agent Cooper clues, but they are slightly more wage. The midget talks backwards, while Lisa does something similar until she gives up because Wiggum doesn't understand what she's saying. Both are subtitled.

Both rooms have red curtaines, similar pattern on the floor and a shadow flying across the curtaines.
When Wiggum wakes up his hair is sticking up the same way Agent Cooper's hair is..
Season 9 - 3G02 - Lisa's Sax
In a flashback to 1990 Homer is evidently watching Twin Peaks. All though this scene never occured in the series, it's clearly a reference to/parody on Twin Peaks.
Tv-voice: That's damn fine coffee you got here in Twin Peaks! And damn good cherry pie! This is a quote said by Kyle MacLachlan's character Special Agent Dale Cooper in Twin Peaks.
Both a white horse and a giant is seen in Twin Peaks, but never dancing.
Homer: Brilliant! [laughs] I have absolutely no idea what's going on.    
Plot from IMDB.COM. Some framegrabs from Destination: Springfield