The joke here is pretty subtle. It's from Treehouse of Horror XVII in season eighteen. It's no surprise that Springfield was fooled by Orson Welles broadcast of The War of the Worlds. That's not all that hilarious, but the humour comes when you realise that judging from how this headline is written, Springfield apparently doesn't even consider themselves part of America. Maybe that makes sense, since there's still uncertainty as to what state the city is actually in.